Senior Quant Analyst (exchange Risk)

Singapore, Singapore

Job Description


Singapore, Singapore /

Engineering - Exchange /

Full-time

/ Hybrid

The exchange team develops and maintain a cutting-edge trading platform. With a global presence across APAC, EMEA and North America, the team has since grown with the goal to provide a seamless and secure trading experience for our clients.

About the role

We are looking for a quant or senior quant analyst to join the global exchange risk team. You will be contributing to the building of a fast growth trading platform with innovative crypto products. For all roles, we look for people who are passionate about blockchain and cryptocurrency innovation and equipped with energy, act as owners, and have exemplary work ethics.

Responsibilities

  • Research innovative quantitative models for crypto derivatives pricing and risk management
  • Analyze market microstructure on crypto markets, periodically review and calibrate risk models according to market conditions.
  • Perform both qualitative and quantitative analyses, independent testing, automating the monitoring and challenging of data and models
  • Drive the model documentation of risk models for new products, update the model Python library on a regular basis.
  • Ensuring compliance with internal model risk framework and external regulatory requirements
  • Monitor development of crypto exchange industry and identify industry trends and risks for further business development.
  • Engage with business partners on projects that further enhance risk framework / infrastructure
Requirements
  • Master or PhD in a quantitative discipline (e.g. math, physics, statistics, engineering, computer science, financial engineering, quantitative finance, etc.)
  • 3+ years of working experience in a Market Risk, Model Validation or Quantitative Research role, familiar with volatility surface construction, risk models (VaR, Expected Shortfall, and various portfolio risk exposures).
  • Good knowledge of pricing models and greeks, especially options pricing models and use / calibration of pricing models for risk management.
  • Proficient in Python (3+ years of working experience) and SQL or noSQL data structure/ data model and database management. Knowledge in any other programming language is a plus
  • Strong analytical skills, ability to present complex issues in a clear and concise manner
  • Good understanding of market microstructure as well as liquidation or auction process, working experience in any financial exchange would be highly desirable.
  • Basic understanding of exchange, clearing, settlement, liquidity and margin model. Regulatory knowledge (PFMI, EMIR, CFTC, MAS, etc.) would be desirable.
  • Think critically and strive for continuous improvement, build up confident discussion and the ability to provide persuasive challenges on risk management as well as daily monitoring.
Life @

Empowered to think big. Try new opportunities while working with a talented, ambitious and supportive team.

Transformational and proactive working environment. Empower employees to find thoughtful and innovative solutions.

Growth from within. We help to develop new skill-sets that would impact the shaping of your personal and professional growth.

Work Culture. Our colleagues are some of the best in the industry; we are all here to help and support one another.

One cohesive team. Engage stakeholders to achieve our ultimate goal - Cryptocurrency in every wallet.

Work Flexibility Adoption. Flexi-work hour and hybrid or remote set-up

Aspire career alternatives through us - our internal mobility program offers employees a new scope.

Work Perks: visa card provided upon joining

Are you ready to kickstart your future with us?

Benefits

Competitive salary

Attractive annual leave entitlement including: birthday, work anniversary

Work Flexibility Adoption. Flexi-work hour and hybrid or remote set-up

Aspire career alternatives through us. Our internal mobility program can offer employees a diverse scope.

Work Perks: visa card provided upon joining

Our benefits packages vary depending on region requirements, you can learn more from our talent acquisition team.

About :

Founded in 2016, serves more than 80 million customers and is the world\'s fastest growing global cryptocurrency platform. Our vision is simple: Cryptocurrency in Every Wallet\xe2\x84\xa2. Built on a foundation of security, privacy, and compliance, is committed to accelerating the adoption of cryptocurrency through innovation and empowering the next generation of builders, creators, and entrepreneurs to develop a fairer and more equitable digital ecosystem.

Learn more at .

is an equal opportunities employer and we are committed to creating an environment where opportunities are presented to everyone in a fair and transparent way. values diversity and inclusion, seeking candidates with a variety of backgrounds, perspectives, and skills that complement and strengthen our team.

Personal data provided by applicants will be used for recruitment purposes only.

Please note that only shortlisted candidates will be contacted.

Crypto.com

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Job Detail

  • Job Id
    JD1350451
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Singapore, Singapore
  • Education
    Not mentioned