Risk Manager, Quantitative (EMEA)

Crypto.com
Dubai
Workplace: HybridFull timeFunction: Capital Markets, Trading & QuantExperience: 5+ yearsEducation: mastersSkills: ["Critical thinking","Continuous improvement","Ownership","Analytical thinking","Stakeholder collaboration"]

Own margin, pricing, and liquidation model frameworks for the exchange’s FCM and clearing businesses. Design, calibrate, and validate derivatives risk models across asset classes, build automated pipelines and reporting, and monitor real-time and historical portfolio risk (exposure, leverage, utilization, concentration). Lead scenario analysis and stress testing, contribute risk inputs for onboarding and listing reviews, and support risk dashboards and analytical tools.

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FursaFursa
Crypto.com
Crypto.com
3 days ago

Risk Manager, Quantitative (EMEA)

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Source: Company careers pageValidated by: Fursa AI
Last checked: 10 hours agoStatus: Live

Job Summary

Own margin, pricing, and liquidation model frameworks for the exchange’s FCM and clearing businesses. Design, calibrate, and validate derivatives risk models across asset classes, build automated pipelines and reporting, and monitor real-time and historical portfolio risk (exposure, leverage, utilization, concentration). Lead scenario analysis and stress testing, contribute risk inputs for onboarding and listing reviews, and support risk dashboards and analytical tools.
Location: Dubai
Workplace: Hybrid
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant

Key Responsibilities

  • •Develop and own margin methodology across the group, including SPAN, VaR, and portfolio-margining approaches, and benchmark against clearing houses and exchanges.
  • •Design, implement, and validate derivatives pricing models for new and existing products across asset classes.
  • •Build and maintain data pipelines and automated reporting behind risk models, working with SQL, Python, and relational databases.
  • •Monitor and analyze real-time and historical portfolio risk (exposure, leverage, margin utilization, concentration, liquidation) and escalate/report daily.
  • •Perform scenario analysis and stress testing, and design automated liquidation logic balancing market risk and market impact during extreme volatility.

Pay and Benefits

Perks:Paid LeaveVisa Card

Key Requirements

  • •5+ years of relevant experience in quantitative research, risk management, trading, or a related field, including expected exposure to daily risk operations.
  • •Master’s or PhD in a quantitative discipline (e.g., math, physics, statistics, engineering, computer science, financial engineering, quantitative finance).
  • •Proficiency in Python and SQL (or NoSQL) for data structures, data models, and database management.
  • •Strong derivatives pricing theory knowledge across traditional and digital asset classes.
  • •Deep understanding of order book dynamics (L1–L3) and cross/portfolio-margining methodologies (e.g., offsetting spot against futures).
Experience:5+ yearsQuantitative researchRisk managementTradingDerivativesPortfolio marginingDigital assets
Education:Master's in Quantitative discipline (e.g., math, physics, statistics, engineering, computer science, financial engineering, quantitative finance)
Skills:Critical thinkingContinuous improvementOwnershipAnalytical thinkingStakeholder collaboration
Tech Stack:PythonSQLNoSQLSP​ANVaRRelational databases

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