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Quantitative Risk Modeling Manager
Location
California
Posted
134 days ago
Salary
$207.5K - $244.1K / year
Seniority
Senior
Job Description
Quantitative Risk Modeling Manager
Coinbase
• As part of Coinbase’s broader risk management organization, lead the design of Coinbase’s next-generation Global Liquidation Engine. • Manage risk and architect the automated machinery that protects the platform during extreme volatility. • Build the algorithms responsible for liquidating distressed portfolios across Spot and Derivatives (Futures, Options) at a global scale. • Act as the bridge between Financial Risk, Exchange Liquidity, and Engineering.
Job Requirements
- Education: Ph.D. or Master’s degree in a highly quantitative field (Physics, Mathematics, Statistics, Financial Engineering, or Computer Science).
- Experience: 6+ years of relevant experience with a Ph.D from a top program.
- 8+ years of relevant experience with a Master’s degree.
- Industry Background: Experience in one of the following hybrid areas: Central Risk Book (CRB) execution trading quant at a Tier 1 Investment Bank, Default Management risk quant at a major Clearing House (CCP) or Prime Broker, Electronic Market Making with a specific focus on inventory management, liquidation, or risk constraints.
- Technical Expertise: Deep understanding of Almgren-Chriss frameworks, Order Book Dynamics (L1-L3 data), and Auction Theory.
- Coding & Engineering: Production-level proficiency in Python.
- Experience deploying quantitative models into production environments and integrating with execution APIs.
- Soft Skills: Proven ability to lead cross-functional projects (Product, Eng, Data Science) and communicate complex technical findings to non-technical stakeholders.
Benefits
- Full time offers from Coinbase also include bonus eligibility + equity eligibility + benefits (including medical, dental, vision and 401(k)).
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