Quant Researcher, OEX

Crypto.com
United States
Workplace: RemoteFull timeUSD 100,000 - 230,000 annuallyFunction: Research & Scientific (R&D)Experience: 5+ yearsEducation: mastersSkills: ["Python","SQL","NoSQL","Derivatives pricing","Order book dynamics"]

Join Crypto.com’s global exchange team as a quantitative researcher focused on derivatives pricing, risk analysis, and market microstructure across multiple asset classes. You’ll build pricing models, monitor real-time risk, design automated liquidation logic, and contribute to dashboards and risk reviews in a remote-friendly, fast-paced environment.

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FursaFursa
Crypto.com
Crypto.com
3 months ago

Quant Researcher, OEX

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Last checked: 7 hours agoStatus: Live

Job Summary

Join Crypto.com’s global exchange team as a quantitative researcher focused on derivatives pricing, risk analysis, and market microstructure across multiple asset classes. You’ll build pricing models, monitor real-time risk, design automated liquidation logic, and contribute to dashboards and risk reviews in a remote-friendly, fast-paced environment.
Location: United States
Workplace: Remote
Employment Type: Full time
Job Function: Research & Scientific (R&D)

Key Responsibilities

  • •Develop, implement, and validate derivatives pricing models for new and existing products across various asset classes (e.g., equities, commodities, futures, perpetuals, options).
  • •Monitor and analyze real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation.
  • •Design optimal 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 into product onboarding, listing reviews, and regular risk parameter reviews: haircuts, margin levels, liquidation thresholds, index pricing, funding rates, and position limits.

Pay and Benefits

Salary: USD 100,000 - 230,000 annually

Key Requirements

  • •5+ years of relevant working experience in quantitative research, risk management, trading, or a related field.
  • •Master or PhD in a quantitative discipline (e.g., math, physics, statistics, engineering, computer science, financial engineering, quantitative finance, etc.).
  • •Proficient in Python and SQL or noSQL data structures, data models, and database management.
  • •Strong understanding of derivatives pricing theory across traditional and digital asset classes.
  • •Deep understanding of Order Book Dynamics (L1-L3 data) and Cross/Portfolio-Margining methodologies (e.g., offsetting spot against futures).
Experience:5+ yearsFinanceTradingQuantitative researchCryptocurrency
Education:Master's
Skills:PythonSQLNoSQLDerivatives pricingOrder book dynamics
Tech Stack:PythonSQLNoSQLDerivatives pricingOrder book dynamics

Company Brief

Crypto.com
Crypto.com operates a global cryptocurrency exchange and payments platform, offering trading, a crypto wallet, debit cards, and merchant payment solutions to retail and institutional customers worldwide.
Industry: Blockchain & Web3
Company Size: Enterprise (1,001+ employees)
Growth: Scaleup
Valuation: Unicorn (USD 1B+)
Headquarters: Singapore, Singapore
Founded: 2016
WebsiteLinkedIn