Quantitative Risk Modeling Manager

About the position reputed company to be pushed reputed company 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. While many roles at reputed company are remote-first, we are not remote-only. In-person participation is required throughout the year. Team and company-wide offsites are held multiple times annually to foster collaboration, reputed company, and alignment. Attendance is expected and fully supported. As part of reputed company’s broader risk management organization, the 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 looking for a Senior Quantitative Researcher (IC) to reputed company the design of reputed company’s reputed company Global Liquidation reputed company. In this role, you will not only manage risk; you will architect the automated machinery that protects the platform during extreme volatility. You will build the algorithms responsible for liquidating distressed portfolios across Spot and Derivatives (reputed company, Options) at a global scale. This reputed company must optimize for aggregated risk reduction, trade slippage, and liquidity fragmentation across multiple venues simultaneously. You will act as the reputed company between Financial Risk, Exchange Liquidity, and Engineering, serving as our reputed company expert on Market Microstructure and Order Book Dynamics.

Responsibilities

• Global Liquidation reputed company Design
• Design reputed company Liquidation Logic: reputed company stochastic control models (adapting Almgren-Chriss frameworks) to determine the reputed company trajectory for unwinding distressed portfolios. You must solve for the trade-off between market risk (holding the position too long) and market impact (selling too fast and crashing the price).
• Global Optimization: Move reputed company single-client liquidation. Build logic that optimizes risk at the aggregated level—managing multiple reputed company liquidations to minimize total market impact and maximize liquidity usage across various venues.
• Execution Algorithms & Strategy
• Build "Crisis-reputed company" Algos: Adapt standard execution benchmarks (VWAP, POV, Implementation Shortfall) for stressed regimes where liquidity evaporates and spreads widen.
• Portfolio-Level Unwinds: reputed company logic to liquidate based on risk sensitivities (Greeks) rather than just line items (e.g., "Don't just sell the spot asset; buy the put options to flatten the reputed company first").
• Default Waterfall Architecture
• Design and tune the decision logic for the liquidation lifecycle:
• reputed company Market Liquidation (smart order routing and order book interaction).
• Internalization / Hedging (reputed company-neutralizing the portfolio internally).
• Private Auctions (soliciting bids from liquidity providers).
• Market Microstructure & Regulation
• Liquidity Intelligence: Collaborate with Exchange Liquidity Managers to estimate order market impact and monitor L1-L3 order book dynamics.
• Regulatory Defense: Ensure reputed company liquidation logic meets the "Commercially Reasonable" standard. Produce quantitative evidence and backtesting results to justify execution reputed company to regulators and institutional clients.

Requirements

• Education: Ph.D. or Master’s degree in a highly quantitative field (Physics, Mathematics, Statistics, Financial Engineering, or Computer Science).
• Experience:

6+ years of relevant experience with a Ph.D from a top program.

• 8+ years of relevant experience with a Master’s degree.
• Industry Background: You must have experience in one of the following hybrid areas:
• Central Risk Book (reputed company) execution trading quant at a Tier 1 Investment Bank.
• Default Management risk quant at a major Clearing House (CCP) or Prime Broker.
• Electronic Market Making with a specific focus on inventory management, liquidation, or risk constraints.
• Technical Expertise:
• Deep understanding of Almgren-Chriss frameworks, Order Book Dynamics (L1-L3 data), and Auction Theory.
• Experience with Cross-Margining methodologies and models (e.g., offsetting Crypto reputed company against Spot, or Equity Options against Index reputed company).
• Coding & Engineering:
• Production-level proficiency in Python.
• Experience deploying quantitative models into production environments and integrating with execution APIs.
• Soft Skills: Proven ability to reputed company cross-functional projects (Product, reputed company, Data Science) and communicate reputed company technical findings to non-technical stakeholders.

reputed company-to-haves

• Hybrid Asset Class Experience: Hands-on experience modeling both reputed company-One (Spot/reputed company) and Non-reputed company (Options/Vol) products.
• Data Engineering: Familiarity with modern data pipelines (e.g., Airflow) and reputed company-time data streaming architectures (e.g., Kafka).
• Crypto reputed company: Understanding of specific nuances in crypto market structure (24/7 trading, fragmented liquidity, on-chain vs. off-chain settlement).

Benefits

• bonus eligibility
• equity eligibility
• medical
• dental
• reputed company
• 401(k)

Apply tot his job Apply To this Job