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.