Remote Quant Risk Manager — Margin, Pricing & Liquidation

Crypto; Dubai; Hybrid; AED 450,000 - 750,000; Full time

Benefits offered by this job

Competitive salary

Hybrid or remote work set-up

Crypto.com visa card provided uponJoin

Job summary

Crypto.com is seeking a senior quantitative Risk Manager to own the design, calibration, and validation of margin, pricing, and liquidation frameworks for our global exchange team. You will backtest and document model performance, monitor real-time risk, and contribute to regulatory-ready reporting in a fast-growth, multi-asset environment.

The role requires mastery of Python and SQL, experience with SPAN and portfolio margining, and deep knowledge of derivatives across TradFi and digital

Qualifications

• 5+ years of relevant working experience in quantitative research, risk management, trading, or a related field.
• Master or PhD in a quantitative discipline (math, physics, stats, engineering, CS, financial engineering, etc.).
• Proficient in Python and SQL or 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.
• Build and maintain data pipelines and automated reporting behind risk models using SQL, Python, and relational databases.
• 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 and market impact.
• Perform scenario analysis and stress testing across a range of market conditions.
• Provide risk input into product onboarding, listing reviews, and risk parameter reviews.
• Analyze market microstructure on multi-asset derivative markets and calibrate models.
• Support the build and maintenance of internal risk dashboards and analytical tools.

Skills

Python

SQL

NoSQL data stores

Derivatives pricing theory

Order book dynamics

Trading/market experience

Education

Master or PhD in quantitative discipline

Tools

Python

SQL

Relational databases

Job description

Crypto.com is seeking a senior quantitative Risk Manager to own the design, calibration, and validation of margin, pricing, and liquidation frameworks for our global exchange team. You will backtest and document model performance, monitor real-time risk, and contribute to regulatory-ready reporting in a fast-growth, multi-asset environment.

The role requires mastery of Python and SQL, experience with SPAN and portfolio margining, and deep knowledge of derivatives across TradFi and digital