Senior Quantitative Risk Manager – Derivatives & Margin

Crypto.com; Chicago (IL); Hybrid; USD 160,000 - 260,000; Full time

Benefits offered by this job

Competitive salary

401(k) plan with employer match

Health insurance

Hybrid work setup

Career mobility program

Job summary

Crypto.com seeks a quantitative Risk Manager to join our global exchange team, owning the design, calibration, and validation of the margin, pricing, and liquidation frameworks that our FCM and clearing businesses run on.

You will build data pipelines in SQL and Python, monitor real-time risk, perform stress tests, and provide risk inputs for product onboarding and listings. This role blends TradFi insight with digital markets in a fast-growth environment.

Qualifications

• 5+ years of relevant experience in quantitative research, risk management, trading, or 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, data models, and database management.

Responsibilities

• Own margin methodology across the group, including SPAN, VaR, and portfolio-margining approaches.
• Develop, implement, and validate derivatives pricing models for multi-asset classes.
• Backtest margin coverage and document model performance for regulatory/audit review.
• Build data pipelines and automated reporting behind risk models using SQL, Python, and relational databases.
• Monitor real-time and historical portfolio risk, including exposure, leverage, and liquidation.
• Design automated liquidation logic and algorithms to balance market risk and impact.
• Perform scenario analysis and stress testing across market conditions.
• Provide risk input into product onboarding, listings reviews, and risk parameter reviews.
• Analyze market microstructure on multi-asset derivative markets and calibrate models accordingly.

Skills

Python

SQL

Risk management

Derivatives pricing

Portfolio margining

Education

Master's or PhD in quantitative discipline

Tools

SPAN

VaR

Backtesting

SQL/NoSQL

Job description

Crypto.com seeks a quantitative Risk Manager to join our global exchange team, owning the design, calibration, and validation of the margin, pricing, and liquidation frameworks that our FCM and clearing businesses run on.

You will build data pipelines in SQL and Python, monitor real-time risk, perform stress tests, and provide risk inputs for product onboarding and listings. This role blends TradFi insight with digital markets in a fast-growth environment.