Responsibilities:

📍Develop and maintain quantitative models to monitor, measure, and manage market, liquidity, and credit risks. 📍Build and calibrate pricing and risk models for derivative products and structured financial instruments. 📍Conduct scenario analyses, stress testing, and sensitivity testing to identify potential risk exposures. 📍Collaborate with trading, product, and engineering teams to implement and enhance risk management models and frameworks. 📍Analyze large datasets to identify trends, correlations, and potential vulnerabilities in digital asset markets. 📍Enhance risk reporting processes through automation, visualization tools, and dashboard development. 📍Provide quantitative support for new product launches, risk assessments, and regulatory reporting. 📍Deliver actionable insights to senior management and stakeholders based on advanced data analysis and modeling results.

Minimum Qualifications:

📍Bachelor’s degree in Mathematics, Statistics, Physics, Financial Engineering, or a related quantitative field; advanced degree (e.g., MSc, PhD) preferred. 📍5+ years of experience in quantitative financial risk management or a related field, ideally within derivatives or digital assets. 📍Expertise in derivatives pricing and risk modeling, including familiarity with interest rate swaps, options, futures, and other structured products.

The future of finance is here — whether you’re interested in blockchain, cryptocurrency, or remote web3 jobs, there’s a perfect role waiting for you.