Quant Researcher, OEX

3 weeks, 5 days ago
Full-time
Senior
Data Science and Analytics
Crypto.com

Crypto.com

Crypto.com is a top cryptocurrency platform with 80M+ users, offering secure trading of Bitcoin, Ethereum, NFTs, and 250+ altcoins. Services include easy purchases, price alerts, portfolio growth, and on-chain staking.

Capital Markets
1K-5K
Founded 2016

Description

  • Develop, implement, and validate derivatives pricing models for new and existing products across multiple asset classes.
  • Monitor and analyze real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation risk.
  • Design automated liquidation logic and algorithms that balance market risk and market impact during extreme volatility.
  • Perform scenario analysis and stress testing across a wide range of market conditions.
  • Provide risk input for product onboarding, listing reviews, and ongoing reviews of haircuts, margin levels, liquidation thresholds, index pricing, funding rates, and position limits.
  • Analyze market microstructure in multi-asset derivatives markets and calibrate risk models as market conditions evolve.
  • Support the build and maintenance of internal risk dashboards and analytical tools.

Requirements

  • 5+ years of relevant experience in quantitative research, risk management, trading, or a related field.
  • Master’s or PhD in a quantitative discipline such as math, physics, statistics, engineering, computer science, financial engineering, or quantitative finance.
  • Proficiency in Python.
  • Experience with 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, including L1-L3 data.
  • Knowledge of cross/portfolio margining methodologies, such as offsetting spot against futures.
  • Strong knowledge of equities, commodity products, macro assets, and ongoing developments in these markets.
  • Familiarity with futures, perpetuals, or other derivative types.
  • Direct trading experience, personal or professional, is highly ideal, along with a deep familiarity with margin concepts and liquidation mechanisms.

Benefits

  • Competitive salary of $100,000 to $230,000 per year.
  • Attractive annual leave entitlement, including birthday and work anniversary leave.
  • Flexible work hours with hybrid or remote setup.
  • Internal mobility program offering broader career opportunities.
  • Crypto.com Visa card provided upon joining.
  • Growth-from-within culture with support for developing new skill sets.

Interested in this position?

Apply directly on the company website

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