Quantitative Analyst, Derivatives & Financing

Key Responsibilities:

• Develop, implement, and manage quantitative models for derivatives pricing, credit valuation and risk, and balance sheet and collateral management for digital asset derivatives and financing products.

• Conduct rigorous research and data analysis to assess and quantify various risk exposures, and to enhance existing risk models and methodologies.

• Partner closely with the Risk team to develop and implement frameworks for managing and monitoring risk for the derivatives and financing books, ensuring adherence to the firm's risk parameters and regulatory requirements, with a focus on optimizing balance sheet utilization and capital efficiency.

• Collaborate with trading, engineering, and risk teams to integrate valuation and credit models into our trading infrastructure and improve risk management systems.

• Develop and build automations and other process improvements for risk monitoring, reporting, and analysis within our trading and financing businesses.

• Provide quantitative support and insights for new product development, ensuring appropriate valuation, credit assessment, and risk considerations.

• Analyze and report on the impact of trading and financing activities on the firm's balance sheet, providing recommendations for optimization and risk mitigation, in close collaboration with the Risk team.

• Stay at the forefront of market structure changes, regulatory developments, and emerging risk factors within the rapidly evolving crypto ecosystem.

Core Competencies & Experience:

• A degree in a quantitative field such as Finance, Computer Science, Statistics, or Mathematics is required.

• Experience: 5+ years of experience in a quantitative trading role. Professional crypto trading experience is highly preferred. 

• Deep expertise in quantitative modeling techniques for derivatives pricing, credit valuation, counterparty credit risk, and collateral management.

• Exceptional quantitative, analytical, and problem-solving skills.

• Strong programming skills (Python preferred) for model development, data analysis, and automation

• Strong written and verbal communication skills, with the ability to articulate complex quantitative concepts to diverse stakeholders

• A team player and ability to work well in a fast-paced, high pressure environment, demonstrating a disciplined approach to risk management.

Preferred Qualifications:

• CFA (Chartered Financial Analyst) or FRM (Financial Risk Manager) designation.

• Experience with derivatives valuation, credit portfolio management, or capital markets quantitative analysis.

• Experience in balance sheet optimization or capital management within a financial institution, with a strong quantitative modeling component.