Lead the market-risk program: Own and enhance risk policies, methodologies, and limits (including VaR, stress scenarios, liquidity-adjusted exposure, and concentration limits).
Develop monitoring and reporting tools: Provide daily risk dashboards, investigate limit breaches, recommend corrective measures, and escalate when needed.
Independently assess new product risk: Evaluate market-risk implications of new offerings and major service updates.
Design and execute stress tests: Develop macro and micro scenario tests tailored to crypto market dynamics, and deliver forward-looking insights to leadership.
Govern risk models and margins: Validate and improve VaR, margin, back-testing, benchmarking, and sensitivity methodologies. Ensure alignment with industry standards and assist in model validation efforts.
Manage liquidity and funding risk interdependencies: Model how market fluctuations affect liquidity requirements (e.g., margin calls, withdrawals), and work closely with Treasury on contingency plans.
Support exchange operations: Oversee market risk considerations for new listings, monitor exposure of Market Makers and Liquidity Providers, and escalate as necessary.
We'd love to see
5+ years in market risk roles within trading firms, crypto exchanges, investment banks, or fintechs. Crypto exposure is a significant plus.
Advanced degree in Finance, Mathematics, Physics, Econometrics, or a related quantitative discipline.
Deep knowledge of derivatives pricing, portfolio risk metrics (e.g., VaR), alternative risk measures, stress testing, scenario design, and margining.
Familiarity with exchange operations, margin trading, lending, and staking services.
Experience implementing or interpreting capital markets regulations (MiCAR, DORA, EMIR, CRR/IFR).
Outstanding written and verbal English skills. Able to present confidently to senior management.
A proactive, hands-on mentality suited to fast-paced environments.