About the company
Founded in 2013, GSR is a leading market-making and programmatic trading company in the exciting and fast-evolving world of cryptocurrency trading. With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols and exchanges on a daily basis. We build long-term relationships with cryptocurrency communities and traditional investors by offering exceptional service, expertise and trading capabilities tailored to their specific needs. GSR works with token issuers, traders, investors, miners, and more than 30 cryptocurrency exchanges around the world. In volatile markets we are a trusted partner to crypto native builders and to those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the worldās most robust trading platforms designed to navigate issues unique to the digital asset markets. We have continuously improved our technology throughout our history, allowing for our clients to scale and execute their strategies with the highest level of efficiency. Working at GSR is an opportunity to be deeply embedded in every major sector of the cryptocurrency ecosystem.
Job Summary
Job Description:
šFormulate and apply modeling and other optimizing methods to develop and interpret information to improve the market and counterparty risk for the automated market making and trading business. šResponsible for implementing and testing new models. Collaborate with analytics team to develop and improve models for pricing, VaR, and stress testing. šSupport pricing and risk management analytics, working closely with Risk, Trading, and Technology. šDeliver consistently on the full cycle of model development, implementation, validation, analysis, and model confirmation. šSupport the development and implementation quantitative models with emphasis on risk management, reporting controls and transparency. šEnhance governance and controls by maintaining data pipeline to source and save live/historical data from different sources (exchanges and data platforms. šBuild risk models, hedging tools and perp trading strategies on top of an in-house grouping methodology. šCollaborate with quant traders, developers and risk team. šContribute to analyses required by internal and external stakeholders.
Qualifications:
šMasterās degree in a quantitative discipline such as Financial Engineering, Applied Mathematics, Statistics, Physics, Computer Science, foreign equivalent or closely related field. šOne (1) year of experience in job offered, Model Validation Analyst or closely related trading/risk environment.
Required skills:
šPosition requires one (1) year of experience in: šEnd-to-end validations; šRegulatory market risk and xVA counterparty risk models; šModel validation methodology; šRisk reporting report in power BI; šMarket risk and liquidity risk models; šQuantitative and qualitive analytical tools; šPython (Pandas, NumPy), C++, and MySqL programming; and CVA VAR.
If youāre passionate about blockchain and decentralized technologies, explore more opportunities in web3 and cryptocurrency careers.
