Risk Manager, Quantitative (EMEA)

As a Quantitative Risk Manager for EMEA at Crypto.com, you own the design, calibration, and validation of margin, pricing, and liquidation frameworks that power the exchange's FCM and clearing businesses. You join a global team developing a cutting-edge trading platform serving more than 80 million customers, contributing to daily risk monitoring, escalation, and reporting across multi-asset products that bridge traditional finance and digital markets.

What you'll do

• Own margin methodology across the group, including SPAN, VaR, and portfolio-margining approaches, and benchmark your models against those used by clearing houses and exchanges
• Develop, implement, and validate derivatives pricing models for new and existing products across various asset classes such as equities, commodities, futures, perpetuals, and options
• Backtest margin coverage and document model performance, assumptions, and limitations to standards that withstand regulatory and audit review
• Build and maintain the data pipelines and automated reporting behind risk models, working in SQL, Python, and relational databases
• 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 including haircuts, margin levels, liquidation thresholds, index pricing, funding rates, and position limits
• Analyze market microstructure on multi-asset derivative markets and periodically review and calibrate risk models according to evolving market conditions
• Support the build and maintenance of internal risk dashboards and analytical tools

What you bring

• 5+ years of relevant working experience in quantitative research, risk management, trading, or a related field, with exposure to daily risk operations alongside modelling work
• A Master's or PhD in a quantitative discipline such as mathematics, physics, statistics, engineering, computer science, financial engineering, or quantitative finance
• Proficiency in Python and SQL or NoSQL data structures, data models, and database management
• A strong understanding of derivatives pricing theory across traditional and digital asset classes
• A deep understanding of order book dynamics (L1-L3 data) and cross/portfolio-margining methodologies such as offsetting spot against futures
• Deep knowledge of equities, commodity products, macro assets, and ongoing developments in these spaces, and thorough familiarity with futures, perpetuals, or other derivative types
• Direct trading experience (personal or professional), with deep familiarity with margin concepts and liquidation mechanisms
• Critical thinking and a drive for continuous improvement

Nice to have

• Experience at a broker-dealer, exchange, or clearing organization, with familiarity of how brokers and CCPs operate
• Regulator-facing experience

What we offer

• Competitive salary
• Attractive annual leave entitlement including birthday and work anniversary leave
• Flexible working hours and hybrid or remote work setup
• Crypto.com visa card provided upon joining
• Internal mobility program offering career alternatives and diverse scope

About Crypto.com

Founded in 2016, Crypto.com serves more than 80 million customers and is the world's fastest growing global cryptocurrency platform, committed to accelerating cryptocurrency adoption through innovation and empowering builders, creators, and entrepreneurs to develop a fairer digital ecosystem.