Head of Risk

QuantFlow; Amsterdam; On-site; EUR 150,000 - 230,000; Full time

Benefits offered by this job

On-site in Amsterdam

Job summary

QuantFlow is building a dedicated risk function for a regulated European trading venue in Amsterdam, focusing on market, liquidity, and operational risk across crypto and traditional instruments. This hands-on role demands practical risk experience and the ability to adapt as the product suite expands.

You will work directly with executive leadership on risk strategy, margin methodology, and reporting to the board and regulator, located on-site in Amsterdam.

Qualifications

• 8+ years in risk within trading venues, exchanges, clearing houses, brokerages or proprietary trading firms, in a regulated environment.
• Ownership of margin and liquidation methodology for derivatives: you know how a model behaves when a market gaps.
• Solid understanding of market structure, derivatives, liquidity and operational risk.
• Quantitatively strong enough to challenge a model on its assumptions rather than on its output.
• Working knowledge of MiFID II, MiCAR and DORA.
• Comfortable at the intersection of crypto and traditional finance, and able to explain the difference in risk terms to a board and a regulator.
• Fluent in English; Dutch is a plus.

Responsibilities

• The risk framework across market, credit and counterparty, liquidity, operational and model risk, kept current as new regulated products go live.
• Margin, collateral and liquidation methodology for leveraged products, including the assumptions behind them and how they behave in a stressed market.
• Risk appetite and limits: set with the board, monitored daily, and enforced when they are reached.
• Stress testing and scenario analysis across crypto and traditional instruments, and the capital and liquidity conclusions that follow.
• ICT risk management and operational resilience under DORA, including incident response and business continuity.
• Risk reporting that the board and the regulator both understand: KRIs, KPIs and the story behind them.
• Building the risk team and the tooling it works with.

Skills

Risk management

Derivatives risk

Model validation

Stress testing

Regulatory risk

Education

FRM/PRM or similar

Tools

Risk modeling software

Job description

QuantFlow is partnering with a regulated European digital asset trading venue in Amsterdam that brings crypto and traditional asset trading together on one institutional grade platform. The firm runs spot, OTC and perpetual futures today and is extending its regulated product range towards listed financial instruments, derivatives and structured products as a MiFID venue, on its own technology.

The role

This is a risk mandate, not a combined risk and compliance one. Compliance is held separately, so your attention goes entirely to the risk side of a venue that margins and clears its own products. Expect a hands-on seat rather than a purely supervisory one: the product range is still growing, so the risk framework has to grow with it instead of being written once.

What you will own

• The risk framework across market, credit and counterparty, liquidity, operational and model risk, kept current as new regulated products go live.
• Margin, collateral and liquidation methodology for leveraged products, including the assumptions behind them and how they behave in a stressed market.
• Risk appetite and limits: set with the board, monitored daily, and enforced when they are reached.
• Stress testing and scenario analysis across crypto and traditional instruments, and the capital and liquidity conclusions that follow.
• ICT risk management and operational resilience under DORA, including incident response and business continuity.
• Risk reporting that the board and the regulator both understand: KRIs, KPIs and the story behind them.
• Building the risk team and the tooling it works with.

What we are looking for

• 8+ years in risk within trading venues, exchanges, clearing houses, brokerages or proprietary trading firms, in a regulated environment.
• Demonstrable ownership of margin and liquidation methodology for derivatives: you know how a model behaves when a market gaps, not only how it is documented.
• Solid understanding of market structure, derivatives, liquidity and operational risk.
• Quantitatively strong enough to challenge a model on its assumptions rather than on its output.
• Working knowledge of MiFID II, MiCAR and DORA.
• Comfortable at the intersection of crypto and traditional finance, and able to explain the difference in risk terms to a board and a regulator.
• FRM, PRM or similar is an advantage. Fluent in English; Dutch is a plus.

What is offered

• Full ownership of the risk function, with compliance held separately.
• Direct exposure to executive leadership and board-level discussions.
• On-site in Amsterdam, in a collaborative, entrepreneurial team.

A note on fit

This role requires deep trading and risk management expertise, not compliance documentation skills. Experience writing risk assessments alone does not qualify as practical risk experience. We are looking for someone who understands market, liquidity and operational risk in a trading environment, with hands-on exposure to derivatives, crypto markets or trading venue operations.