Risk Manager, Quantitative – EMEA

• Own margin methodology across the group, including SPAN, VaR, and portfolio-margining approaches
• Benchmark models against clearing houses and exchanges
• Develop, implement, and validate derivatives pricing models for products across multiple asset classes
• Backtest margin coverage and 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 and analyze real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation
• Design automated liquidation logic and algorithms balancing market risk with market impact
• Perform scenario analysis and stress testing
• Provide risk input into product onboarding, listing reviews, and risk parameter reviews
• Analyze market microstructure and calibrate risk models as market conditions evolve
• Support internal risk dashboards and analytical tools
• Participate in daily risk monitoring, escalation, and reporting
• Contribute to building a fast-growth, multi-asset cryptocurrency trading platform

Requirements

• 5+ years of relevant working experience in quantitative research, risk management, trading, or a related field
• Exposure to daily risk operations alongside modelling work
• 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
• Deep knowledge of equities, commodity products, macro assets, futures, perpetuals, and other derivatives
• Direct trading experience is highly ideal
• Experience at a broker-dealer, exchange, or clearing organization is a strong plus
• Familiarity with broker and CCP operations
• Critical thinking and continuous-improvement mindset

Core Competencies

Demonstrates expertise in derivatives pricing models, risk management methodologies, and quantitative analysis across multiple asset classes. Proficient in Python and SQL for data management and analysis, with a strong understanding of market dynamics and risk assessment.

Highest-signal resume keywords

• Derivatives Pricing Models
• Quantitative Research
• Risk Management
• Python Programming
• SQL Database Management

ATS Optimization Keywords

Hard Skills

• Derivatives Pricing Theory
• Portfolio-Margining Methodologies
• Scenario Analysis
• Stress Testing
• Automated Reporting
• Market Microstructure Analysis
• Data Pipeline Development
• Risk Parameter Reviews
• Backtesting
• Liquidation Algorithms

Soft Skills

• Critical Thinking
• Continuous Improvement Mindset

Industry Keywords

• Quantitative Finance
• Trading
• Broker-Dealer Operations
• Clearing Organization
• Cryptocurrency Trading
• Order Book Dynamics
• Market Risk
• Exposure Analysis
• Leverage Monitoring
• Margin Utilization

Tools & Technologies

• SQL
• Python
• NoSQL
• Relational Databases
• Risk Dashboards
• Analytical Tools

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