Quantitative Risk
Manage and optimize the exchange margin system and liquidation processes within the Risk & Clearing team. Work across product, engineering, and customer experience to improve margin methodology and reduce negative equity events.
What you'll do
- Own and optimize margin calculations for all margin modes
- Develop and refine risk parameters and haircut models
- Conduct stress testing and back-testing of margin models
- Perform post-mortem analysis on trader liquidations and negative equity
- Partner with engineering to design real-time risk dashboards
What they're looking for
- 3-5 years in risk, quant, or operations in exchanges or clearinghouses
- Deep knowledge of perpetual swaps, futures, and ADL mechanics
- Proficiency with SQL and Python or R for quantitative modeling
- Experience with BI tools such as Tableau, Grafana, or Looker is a plus
- Ability to communicate complex margin mechanics to non-technical stakeholders
Skills
Summary written by StartupJobs from the company's listing. The full listing is on the company's website.
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