Risk Manager, Quantitative (EMEA)

About the role

Crypto.com’s exchange team is building a cutting‑edge, multi‑asset trading platform that bridges traditional finance and digital markets. We are seeking a Quantitative Risk Manager to own the design, calibration, and validation of margin, pricing, and liquidation frameworks for our FCM and clearing businesses across EMEA.

Key responsibilities

• Own margin methodology across the group, including SPAN, VaR, and portfolio‑margining approaches, and benchmark models against clearing houses and exchanges.
• Develop, implement, and validate derivatives pricing models for new and existing products across equities, commodities, futures, perpetuals, and options.
• Back‑test margin coverage, document model performance, assumptions, and limitations for regulatory and audit review.
• Build and maintain data pipelines and automated reporting using SQL, Python, and relational databases.
• Monitor real‑time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation.
• Design automated liquidation logic and algorithms to balance market risk with market impact during extreme volatility.
• Perform scenario analysis and stress testing across a range of market conditions.
• Provide risk input for product onboarding, listing reviews, and regular risk parameter reviews such as haircuts, margin levels, liquidation thresholds, index pricing, funding rates, and position limits.
• Analyze market microstructure on multi‑asset derivative markets and periodically recalibrate risk models.

Required profile

• Minimum of 60 months (5 years) of experience in quantitative risk management or related fields.
• Strong background in financial mathematics, derivatives pricing, and risk model validation.
• Experience with margin methodologies (SPAN, VaR, portfolio‑margining) and regulatory audit processes.
• Ability to work independently, take ownership, and collaborate with global teams.

Required skills

• Python
• SQL
• NoSQL
• Data pipeline development
• Order book dynamics
• Scenario analysis
• Risk models
• Derivatives pricing models
• Automated reporting
• Cross‑portfolio margining methodologies
• Stress testing