Senior Quant Risk Manager: Margin, Pricing & Liquidation

Crypto; United States; Hybrid; USD 180,000 - 240,000; Full time

Benefits offered by this job

Competitive salary

Extra leave (birthday/work anniversary

401(k) with employer match

Health, dental, vision, life insurance

Hybrid set-up

Internal mobility program

Job summary

Crypto.com is seeking a Quantitative Risk Manager to lead margin, pricing, and liquidation model design and validation. You will monitor risk across real-time and historical portfolios, build automation for risk reporting, and drive data-driven decisions within a fast-growth crypto trading platform.

The role requires deep expertise in derivatives pricing, SPAN, VaR, and cross-asset risk, with strong Python and SQL skills.

Qualifications

• 5+ years of relevant working experience in quantitative research, risk management, trading, or a related field.
• Exposure to daily risk operations is expected alongside the modelling work.
• Regulator-facing experience is welcome but not required.

Responsibilities

• Own margin methodology across the group, including SPAN, VaR, and portfolio-margining.
• Develop, implement, and validate derivatives pricing models for multiple asset classes.
• Backtest margin coverage and document model performance, assumptions, and limitations.
• Build and maintain data pipelines and automated risk reporting in SQL, Python, and relational databases.
• Monitor real-time and historical portfolio risk: exposure, leverage, margin utilization, and liquidation.

Skills

Python

SQL

Risk management

Derivatives pricing

Education

Master/PhD in quantitative discipline

Tools

SQL

NoSQL

Job description

Crypto.com is seeking a Quantitative Risk Manager to lead margin, pricing, and liquidation model design and validation. You will monitor risk across real-time and historical portfolios, build automation for risk reporting, and drive data-driven decisions within a fast-growth crypto trading platform.

The role requires deep expertise in derivatives pricing, SPAN, VaR, and cross-asset risk, with strong Python and SQL skills.