Quantitative Risk Manager, Derivatives & Margin

Crypto.com; Dubai; Hybrid; AED 331,000 - 514,000; Full time

Benefits offered by this job

Hybrid work setup

Crypto.com visa card

Annual leave entitlement

Job summary

Crypto.com is seeking a Risk Manager, Quantitative (EMEA) to own the design, calibration, and validation of margin, pricing, and liquidation frameworks for our multi-asset platform. You will contribute to daily risk monitoring and reporting across regions, helping bridge TradFi and digital markets.

You will build data pipelines in Python and SQL, backtest model performance, and provide risk input for product onboarding, listings, and parameter reviews while advancing automated risk analytics and

Qualifications

• Master or PhD in a quantitative discipline (math, physics, statistics, engineering, computer science, financial engineering, etc.).
• 5+ years of experience in quantitative research, risk management, trading, or related field.
• Proficient in Python and SQL/NoSQL data structures, data models and database management.

Responsibilities

• Own margin methodology across the group, including SPAN, VaR, and portfolio-margining approaches.
• 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 regulatory/audit review.

Skills

Python

SQL

NoSQL

Derivatives pricing

Risk management

Quant modeling

Education

Master's degree or PhD

Tools

Python

SQL

NoSQL

Job description

Crypto.com is seeking a Risk Manager, Quantitative (EMEA) to own the design, calibration, and validation of margin, pricing, and liquidation frameworks for our multi-asset platform. You will contribute to daily risk monitoring and reporting across regions, helping bridge TradFi and digital markets.

You will build data pipelines in Python and SQL, backtest model performance, and provide risk input for product onboarding, listings, and parameter reviews while advancing automated risk analytics and