Director/VP, Quantitative Risk Management
Crypto.com
- Chicago, IL Miami, FL
- Permanent
- Full-time
- Design and implement innovative models and tools to manage and monitor market risk, liquidity risk, treasury risk, and default risk etc.
- Assess, maintain and improve the effectiveness of existing risk management models and tools.
- Implement regular model performance testing and relevant documentation.
- Research and analyze quantitative solutions for new business initiatives, using data driven thinking and quantitative analysis methodologies.
- PhD or Masters in a quantitative discipline including math, physics, statistics, engineering, computer science, financial engineering etc.
- 6+ years of working experience in trading, data science, quantitative modeling or model validation.
- Solid programming skills in Python and SQL.
- Good Knowledge in trading, risk modeling and financial derivatives (e.g. futures and options) are desirable.
- Strong analytical skills, ability to present complex issues in a clear and concise manner.