Lead Quantitative Risk Manager – Margin & Derivatives

Crypto.com; United Arab Emirates; On-site; AED 250,000 - 450,000; Full time

Job summary

Crypto.com is seeking a quantitative Risk Manager to join our global exchange team with a primary focus on margin pricing models and risk controls across multi-asset products. You will own margin methodology (SPAN, VaR, portfolio margining), backtest coverage, and the development of data pipelines in SQL and Python.

Daily risk monitoring, scenario analysis and regulatory-ready documentation are also part of the role.

Qualifications

• 5+ years of experience in quantitative research, risk management, trading, or a related field.
• Master or PhD in math, physics, statistics, engineering, or related field.
• Proficient in Python and SQL/noSQL data structures, data models, and database management.
• Strong understanding of derivatives pricing theory across traditional and digital asset classes.
• Deep understanding of Order Book Dynamics (L1-L3) and Cross/Portfolio-Margining methodologies.
• Direct trading experience and familiarity with margin concepts and liquidation mechanisms.

Responsibilities

• Own the design, calibration and validation of the margin pricing and liquidation frameworks that our FCM and clearing businesses run on.
• Take part in the daily risk monitoring, escalation and reporting that the whole team carries.
• Develop, implement and validate derivatives pricing models for new and existing products across asset classes.
• Backtest margin coverage and document model performance, assumptions and limitations for audits.
• Build and maintain data pipelines and automated reporting behind the risk models using SQL and Python.
• Monitor and analyze real-time and historical portfolio risk, including exposure, leverage and margin utilization.
• Design automated liquidation logic and algorithms to balance market risk with market impact.
• Perform scenario analysis and stress testing across market conditions.
• Provide risk input into product onboarding, listing reviews and regular risk parameter reviews.
• Analyze market microstructure on multi-asset derivative markets and calibrate models to evolving conditions.

Skills

Python

SQL

noSQL

derivatives pricing theory

Order Book Dynamics

Cross/Portfolio-Margining

broker-dealer / exchange operations

risk management

Education

Master's or PhD in quantitative discipline

Job description

Crypto.com is seeking a quantitative Risk Manager to join our global exchange team with a primary focus on margin pricing models and risk controls across multi-asset products. You will own margin methodology (SPAN, VaR, portfolio margining), backtest coverage, and the development of data pipelines in SQL and Python.

Daily risk monitoring, scenario analysis and regulatory-ready documentation are also part of the role.