Risk Manager, Quantitative (EMEA)

About the role

We are seeking a Quantitative Risk Manager to join our global exchange team in Dubai. You will own the design, calibration, and validation of margin, pricing, and liquidation frameworks for our FCM and clearing businesses, and contribute to daily risk monitoring and reporting.

Key responsibilities

• Own margin methodology across the group, including SPAN, VaR, and portfolio‑margining, and benchmark models against clearing houses and exchanges.
• Develop, implement, and validate derivatives pricing models for new and existing multi‑asset products.
• Backtest margin coverage and document model performance to meet regulatory and audit standards.
• 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.

Required profile

• 5+ years of experience in quantitative research, risk management, trading or a related field, with exposure to daily risk operations.
• Master’s or PhD in a quantitative discipline such as mathematics, physics, statistics, engineering, computer science or quantitative finance.
• Strong understanding of derivatives pricing theory across traditional and digital asset classes.
• Deep knowledge of order‑book dynamics and cross/portfolio‑margining methodologies.

Required skills

• Proficient in Python.
• Proficient in SQL and NoSQL data structures and database management.