A leading digital asset/crypto prop trading firm is hiring a VP to join their Quant Risk team in NYC.
The firm trades global macro strategies with an added focus on spot cryptocurrency and crypto derivatives (listed and OTC), as well as quantitative and arbitrage strategies. This risk team collaborates closely with traders and PMs across multiple funds and reports directly to the Head of Market Risk.
Risk management at the firm is a lean team, and this role will wear multiple hats covering Quant Research, Data Science, and Trade Strategy. This hire will be crucial to maximize risk adjusted returns across all strategies, prop and hedge fund.
- Monitor and calibrate trading and risk models
- Design and enhance risk frameworks for the crypto prop trading desks
- Research volatility and option Greeks in derivative portfolios
- Develop risk calculators, desk tools, and dashboards for use in the front office
- Present to the CRO, senior risk managers, and the Head of Trading on risk strategy
- Bachelors in a quant discipline required; Masters strongly preferred
- 4+ years of market risk experience covering crypto and/or a combination of: global macro or volatility strategies, FX and FX Options, convertible bonds, equity derivatives
- Proficiency in Python, SQL, and Excel; other scripting languages welcome
- Trading experience is a big plus