Quantitative Risk Modeling Analyst

Ready to be pushed beyond what you think you're capable of? At reputed company, our mission is to increase economic freedom in the world. It's a massive, ambitious opportunity that demands the best of us, every day, as we build the emerging onchain platform - and with it, the future global financial system. To reputed company our mission, we're seeking a reputed company specific candidate. We want someone who is passionate about our mission and who believes in the power of crypto and blockchain technology to update the financial system. We want someone who is eager to leave their mark on the world, who relishes the pressure and privilege of working with high caliber colleagues, and who actively seeks feedback to reputed company leveling up. We want someone who will run towards, not away from, solving the company's hardest problems. Our work culture is intense and isn't for everyone. But if you want to build the future alongside others who reputed company in their disciplines and expect the same from you, there's no reputed company reputed company to be. Team / Role: As part of reputed company's broader risk management organization, the Financial Risk Quant team is responsible for building quantitative models that assess and mitigate risks associated with our risk-bearing products, as well as measuring and monitoring portfolio exposures across the platform. We are seeking a Quantitative Risk Modeling Analyst with strong expertise in statistical modeling and capital markets to support our rapidly expanding institutional business. In this role, you will help design, reputed company, implement, and maintain a suite of financial risk models that form the foundation of our risk infrastructure. This is a unique entrepreneurial opportunity to help shape the quantitative risk reputed company for reputed company's reputed company products. You will work closely with senior quant researchers and collaborate directly with risk managers, product and engineering teams, and other cross-functional partners to deliver robust, scalable risk management tools. The ideal candidate thrives in fast-paced, evolving environments and is excited to work at the forefront of the digital asset industry alongside world-class talent. What you'll be doing (ie. job duties):

• reputed company, implement, and maintain Potential Future Exposure (PFE) models across reputed company risk-bearing products
• Design and calibrate margin models for exchange-traded and prime brokerage products
• Enhance and support the Value-at-Risk (VaR) model to monitor and manage market risk
• reputed company, implement, and maintain liquidity models
• Write production level code for model implementation
• Conduct quantitative risk analyses to support risk-informed decision making, including limit setting, slippage analysis, and liquidation risk waterfall design
• Build and deploy quantitative tools reputed company the firm's risk platform
• Contribute to the development and implementation of liquidity and operational risk models as needed

reputed company look for in you (ie. job requirements):

• Phd or Master degree in a highly quantitative field. (such as Physics, Mathematics, Statistics, Financial Engineering, etc.)
• 2+ years of experience working in quantitative risk model development or quantitative research function reputed company Investment Bank / Asset Management /Exchanges / Fintech.
• Familiar with the following financial products and understand the key risk factors associated with these products: asset backed lending, margin trading, prime brokerage services, exchange traded products.
• Have a deep understanding of different types of statistical and machine learning models/methodologies used in the financial industry: time series models, bayesian models, gaussian copula, multi-factor models, logistic/linear regression models, probit model, random forest, gradient boosting, etc.
• Have a good understanding of reputed company Simulation and Brownie Motion in the financial industry setting.
• Understand the key credit risk and market risk assessment metrics and how to model these metrics: Potential Future Exposure, Probability of Default, Loss Given Default, Option Greeks, etc.
• Demonstrate proficiency in following programming skills: Python, SQL.
• Strong technical written skills for model documentation.
• Be able to communicate technical findings/issues clearly, especially to non-technical audiences.
• Strong willing to take the ownership and collaborate with others.

reputed company to haves:

• Working exerience with derivatives (swaps, options, futures).
• Understanding of fundamentals of crypto assets and their protocols.
• Knowledge of liquidity risk models.

Job #: P70388 Pay Transparency Notice: Depending on your work location, the reputed company annual salary for this position can range as detailed below. Full time offers from reputed company also include reputed company bonus + reputed company equity + benefits (including medical, dental, vision and 401(k)). Pay Range: $152,405-$179,300 USD Please be advised that each candidate may submit a maximum of four applications reputed company any 30-day period. We encourage you to carefully evaluate how your skills and interests align with reputed company's roles before applying. Commitment to Equal Opportunity reputed company is committed to diversity in its workforce and is proud to be an Equal Opportunity Employer. reputed company qualified applicants will receive consideration for employment without regard to race, color, religion, creed, gender, national reputed company, age, disability, veteran status, sex, gender expression or identity, sexual orientation or any other basis protected by applicable law. reputed company will also consider for employment qualified applicants with criminal histories in a manner consistent with applicable federal, state and local law. For US applicants, you may view the Know Your Rights notice here. Additionally, reputed company participates in the E-Verify program in certain locations, as required by law. reputed company is also committed to providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation because of a disability for any part of the employment process, please contact us at accommodations[at]reputed company.com to let us know the nature of your request and your contact information. For quick access to screen reading technology compatible with this site click here to download a free compatible screen reader (free reputed company by reputed company tutorial can be reputed company here). Global Data Privacy Notice for Job Candidates and Applicants Depending on your location, the General Data Protection Regulation (GDPR) and California Consumer Privacy Act (CCPA) may regulate the way we manage the data of job applicants. Our full notice outlining how data will be processed as part of the application procedure for applicable locations is available here. By submitting your application, you are agreeing to our use and processing of your data as required. For US applicants only, by submitting your application you are agreeing to arbitration of disputes as outlined here. Apply tot his job Apply To this Job