Senior Quant Risk Manager: Margin & Derivatives

Crypto.com; New York (NY); Hybrid; USD 100,000 - 230,000; Full time

Benefits offered by this job

Competitive salary

401(k) plan with employer match

Health, dental, vision insurance

Work Flexibility Adoption. Hybrid set‑

Internal mobility program

Hybrid set-up and flexible hours

Job summary

Crypto.com is seeking a quantitative Risk Manager to own the design, calibration, and validation of the margin, pricing, and liquidation frameworks for our global exchange team. You will participate in daily risk monitoring, escalation, and reporting to support a fast-growth trading platform bridging TradFi and digital markets.

You will backtest, develop data pipelines in SQL and Python, run scenario analyses, and contribute to risk dashboards.

Qualifications

• 5+ years of relevant experience in quantitative research, risk management, trading, or a related field.
• Master or PhD in a quantitative discipline (e.g., math, physics, statistics, engineering, CS, financial engineering).
• Proficient in Python and SQL or noSQL data structures and database management.

Responsibilities

• Own margin methodology across the group (SPAN, VaR, portfolio-margining) and benchmark against clearing houses.
• Develop, implement, and validate derivatives pricing models for multiple asset classes.
• Backtest margin coverage and document model performance for regulatory/audit standards.
• Build and maintain data pipelines and automated risk reporting in SQL, Python, and relational databases.
• Monitor real-time and historical portfolio risk including exposure, leverage, and margin utilization.
• Design automated liquidation logic to balance market risk and impact during volatility.

Skills

Python

SQL

Risk management

Derivatives pricing

SPAN

VaR

Portfolio margining

Data pipelines

Risk dashboards

Education

Master's or PhD in quantitative discipline

Tools

Python

SQL

Job description

Crypto.com is seeking a quantitative Risk Manager to own the design, calibration, and validation of the margin, pricing, and liquidation frameworks for our global exchange team. You will participate in daily risk monitoring, escalation, and reporting to support a fast-growth trading platform bridging TradFi and digital markets.

You will backtest, develop data pipelines in SQL and Python, run scenario analyses, and contribute to risk dashboards.