Responsibilities

• Collaborate with risk managers and quant researchers to implement efficient risk library.
• Implement and optimize core algorithms for risk models and pricing functions.
• Develop real-time and ad-hoc risk tools and calculation engines for measuring and controlling various financial risks.
• Help support live production risk management and operation across the exchange and clearing business, and cover both retail and institutional clients.
• Analyze macro and micro market structure on crypto and other derivative markets, periodically review and calibrate risk models according to market conditions.
• Closely engage with other team members from the product, risk, legal, finance, compliance, and technology teams, provide business requirements to technology team for model development in production systems.

Requirements

• Proficient programming skills in Python required, strong programming in Java/C++ preferred.
• Masters or above in a quantitative discipline including computer science, financial engineering, math, physics, statistics, engineering, etc.
• 3 -8 years of working experience in quantitative development.
• Good knowledge in risk models, derivatives pricing and options volatility surface is required.
• Strong analytical skills, ability to present complex issues in a clear and concise manner.
• Think critically and strive for continuous improvement, build up confident discussion and the ability to provide persuasive challenges on risk management as well as daily monitoring.