Senior Quant Analyst (Exchange Risk)

Crypto.com Jobs · Hong Kong · Technical Services

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Job Overview

The exchange team develops and maintain a cutting-edge trading platform. With a global presence across APAC, EMEA and North America, the team has since grown with the goal to provide a seamless and secure trading experience for our clients.

About the role

We are looking for a quant or senior quant analyst to join the global exchange risk team. You will be contributing to the building of a fast growth trading platform with innovative crypto products. For all roles, we look for people who are passionate about blockchain and cryptocurrency innovation and equipped with energy, act as owners, and have exemplary work ethics.

Responsibilities

Research innovative quantitative models for crypto derivatives pricing and risk management
Analyze market microstructure on crypto markets, periodically review and calibrate risk models according to market conditions.
Perform both qualitative and quantitative analyses, independent testing, automating the monitoring and challenging of data and models
Drive the model documentation of risk models for new products, update the model Python library on a regular basis.
Ensuring compliance with internal model risk framework and external regulatory requirements
Monitor development of crypto exchange industry and identify industry trends and risks for further business development.
Engage with business partners on projects that further enhance risk framework / infrastructure

Requirements

Master or PhD in a quantitative discipline (e.g. math, physics, statistics, engineering, computer science, financial engineering, quantitative finance, etc.)
3+ years of working experience in a Market Risk, Model Validation or Quantitative Research role, familiar with volatility surface construction, risk models (VaR, Expected Shortfall, and various portfolio risk exposures).
Good knowledge of pricing models and greeks, especially options pricing models and use / calibration of pricing models for risk management.
Proficient in Python (3+ years of working experience) and SQL or noSQL data structure/ data model and database management. Knowledge in any other programming language is a plus
Strong analytical skills, ability to present complex issues in a clear and concise manner
Good understanding of market microstructure as well as liquidation or auction process, working experience in any financial exchange would be highly desirable.
Basic understanding of exchange, clearing, settlement, liquidity and margin model. Regulatory knowledge (PFMI, EMIR, CFTC, MAS, etc.) would be desirable.
Think critically and strive for continuous improvement, build up confident discussion and the ability to provide persuasive challenges on risk management as well as daily monitoring.

Job added on Friday 28th July 2023

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Crypto.com Overview

Established in 2016, Crypto.com has gained the trust of over 80 million clients globally and stands as a top player in the realm of regulatory adherence, security, and privacy accreditations. Our mission is straightforward: Encourage Cryptocurrency Adoption for Allâ„¢. At Crypto.com, we are dedicated to promoting the use of digital currencies through inventive solutions and supporting the emerging generation of developers, innovators, and business leaders in crafting a more just and balanced digital landscape.

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