Crypto.com - the best place to buy, sell, and pay with crypto.
Quant Researcher
Location
United States
Posted
12 days ago
Salary
$100K - $230K / year
Seniority
Senior
Job Description
Quant Researcher
Crypto.com
• Develop, implement, and validate derivatives pricing models for new and existing products across various asset classes (e.g., equities, commodities, futures, perpetuals, options). • Monitor and analyze real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation. • Design optimal automated liquidation logic and algorithms to balance market risk with market impact during extreme volatility. • Perform scenario analysis and stress testing across a range of market conditions. • Provide risk input into product onboarding, listing reviews, and regular risk parameter reviews: haircuts, margin levels, liquidation thresholds, index pricing, funding rates, and position limits. • Analyze market microstructure on multi-asset derivative markets, periodically review and calibrate risk models according to evolving market conditions. • Support the build and maintenance of internal risk dashboards and analytical tools.
Job Requirements
- 5+ years of relevant working experience in quantitative research, risk management, trading, or a related field.
- 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 (e.g., offsetting spot against futures).
- Deep knowledge of equities, commodity products, macro assets, and ongoing developments in these spaces; thoroughly familiar with futures, perpetuals, or other derivative types.
- Direct trading experience (personal or professional) is highly ideal, with a deep familiarity with margin concepts and liquidation mechanisms.
Benefits
- Competitive salary
- Attractive annual leave entitlement including: birthday, work anniversary
- 401(k) plan with employer match
- Eligible for company-sponsored group health, dental, vision, and life/disability insurance
- Work Flexibility Adoption. Flexi-work hour and hybrid or remote set-up
- Aspire career alternatives through us. Our internal mobility program can offer employees a diverse scope.
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