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Remote Senior Quantitative Liquidity Risk Manager
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
Educación
* El índice de referencia salarialse calcula en base a los salarios que ofrecen los líderes de mercado en los correspondientes sectores. Su función es guiar a los miembros Prémium a la hora de evaluar las distintas ofertas disponibles y de negociar el sueldo. El índice de referencia no es el salario indicado directamente por la empresa en particular, que podría ser muy superior o inferior.