Senior Quantitative Risk Manager – Derivatives & Margin

The Bitcoin Street Journal; United Arab Emirates; Hybrid; AED 450,000 - 750,000; Full time

Benefits offered by this job

Crypto.com visa card

Job summary

Crypto.com in Dubai is seeking a quantitative Risk Manager to own the design, calibration, and validation of the margin, pricing, and liquidation frameworks across our multi-asset trading platform.

You will lead daily risk monitoring, escalation, and reporting, building risk dashboards and data pipelines in Python and SQL while supporting product onboarding and risk parameter reviews for margin levels and liquidation thresholds.

Qualifications

• 5+ years of relevant experience in quantitative research, risk management, trading, or a related field.
• Proficient in Python and SQL or 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 data) and Cross/Portfolio-Margining methodologies (e.g., offsetting spot against futures).

Responsibilities

• Own margin methodology across the group, including SPAN, VaR, and portfolio-margining approaches, and benchmark models against clearing houses and exchanges.
• Develop, implement, and validate derivatives pricing models for new and existing products across asset classes (equities, commodities, futures, perpetuals, options).
• Backtest margin coverage and document model performance, assumptions, and limitations for regulatory and audit reviews.
• Build and maintain data pipelines and automated reporting behind risk models using SQL, Python, and relational databases.
• Monitor real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation.
• Design automated liquidation logic to balance market risk and impact during extreme volatility.
• Perform scenario analysis and stress testing across market conditions.
• Provide risk input into product onboarding, listing reviews, and risk parameter reviews (haircuts, margin levels, liquidation thresholds, index pricing, funding rates, position limits).
• Analyze market microstructure on multi-asset derivative markets and calibrate risk models to evolving conditions.
• Support internal risk dashboards and analytical tools.

Skills

Python

SQL/NoSQL

Derivatives pricing

Risk management

Order book dynamics

Cross/Portfolio-margining

Trading experience

Broker-dealer/ CCP familiarity

Tools

SQL/NoSQL databases

Job description

Crypto.com in Dubai is seeking a quantitative Risk Manager to own the design, calibration, and validation of the margin, pricing, and liquidation frameworks across our multi-asset trading platform.

You will lead daily risk monitoring, escalation, and reporting, building risk dashboards and data pipelines in Python and SQL while supporting product onboarding and risk parameter reviews for margin levels and liquidation thresholds.