Remote Senior Quantitative Liquidity Risk Manager

P2P; España; A distancia; EUR 50.000 - 70.000; Jornada completa

Descripción de la vacante

A leading crypto company is seeking a Liquidity & Funding Stress Quantitative Risk Manager to design and operate their liquidity and capital stress testing framework. This fully remote role requires strong Python programming and experience in capital risk modeling. You'll work to transform complex data into actionable insights for treasury operations. Ideal candidates should have a quantitative degree and substantial experience in the field.

Formación

• 6–10 years of experience in treasury or capital risk modeling.
• Demonstrated experience building liquidity or funding stress test frameworks.

Responsabilidades

• Design and maintain factor-based liquidity and funding stress models.
• Integrate market and internal data into real-time simulations.
• Document and communicate models to leadership and risk committees.

Conocimientos

Strong Python programming skills

Experience in liquidity risk modeling

Working knowledge of SQL

Experience with Monte Carlo simulation engines

Educación

Bachelor’s or Master’s degree in a quantitative discipline

Descripción del empleo

A leading crypto company is seeking a Liquidity & Funding Stress Quantitative Risk Manager to design and operate their liquidity and capital stress testing framework. This fully remote role requires strong Python programming and experience in capital risk modeling. You'll work to transform complex data into actionable insights for treasury operations. Ideal candidates should have a quantitative degree and substantial experience in the field.