Senior Quant Risk Manager: Margin & Derivatives (Hybrid)

Crypto.com; San Francisco (CA); On-site; USD 180,000 - 240,000; Full time

Benefits offered by this job

Competitive salary

401(k) plan with employer match

Health insurance

Hybrid setup

Job summary

Crypto.com is seeking a Quantitative Risk Manager to join the global exchange team in San Francisco. You will own margin, pricing, and liquidation models for multi-asset products and participate in daily risk monitoring and reporting.

You will build data pipelines, backtest models, and calibrate risk parameters like haircuts and position limits. Strong Python/SQL skills and broker-dealer experience are highly valued.

Qualifications

• 5+ years of experience in quantitative research, risk management, trading, or related field.

Responsibilities

• Own margin methodology across the group, including SPAN, VaR, and portfolio-margining.
• Develop, implement, and validate derivatives pricing models for multi-asset classes.
• Backtest margin coverage and document model assumptions and limitations.
• Build and maintain data pipelines and automated risk reporting using SQL, Python, and relational databases.
• Monitor real-time and historical portfolio risk, including exposure, leverage, and margin utilization.
• Design automated liquidation logic to balance risk and market impact.
• Perform scenario analysis and stress testing across market conditions.
• Provide risk input into product onboarding, listings, and risk parameter reviews.
• Analyze market microstructure and calibrate risk models to evolving conditions.
• Support internal risk dashboards and analytical tools.

Skills

Python

SQL

NoSQL

Derivatives pricing

Risk management

Data modeling

Education

Master's or PhD in quantitative field

Tools

Relational databases

Job description

Crypto.com is seeking a Quantitative Risk Manager to join the global exchange team in San Francisco. You will own margin, pricing, and liquidation models for multi-asset products and participate in daily risk monitoring and reporting.

You will build data pipelines, backtest models, and calibrate risk parameters like haircuts and position limits. Strong Python/SQL skills and broker-dealer experience are highly valued.