For job seekers
For companies
Set your preferences and let your AI copilot handle the job search while you sleep.
Drive continuous improvement to OKX's market & counterparty risk methodologies, tailoring traditional techniques to the unique risks of the crypto market (e.g., market fragmentation, token liquidity risks).
Propose, review, and rigorously backtest potential changes to margin and liquidation model parameters, covering derivatives (perpetuals, expiry futures) and spot margin trading activities.
Maintain model documentation and assist with periodic model performance review and revalidation in accordance with internal policies and evolving global regulatory expectations.
Evaluate margin methodologies for new and existing clients, considering various trading strategies (e.g., long/short, market making, funding arbitrage, etc) and portfolio complexity.
Design and execute stress testing and scenario analyses utilizing both historical scenarios (e.g., Oct 11 market stress) and hypothetical scenarios tailored to the unique risks of crypto.
Conduct analysis on new products prior to launch, ensuring market and liquidity risks are comprehensively identified, measured, and managed.
Develop tools for risk estimation, high-impact dashboards for visualization, and automated risk reports for internal stakeholders and management.
Work closely with Product and Engineering teams to transition quantitative prototypes into robust, production-quality risk measurement tools and models.
Education: Master’s or Ph.D. in Quantitative Finance, Mathematics, Statistics, Computer Science, or other quantitative fields.
Experience: 8+ years of experience in a Market Risk, Quantitative Risk, or Front Office Quant role at a major investment bank, asset manager, hedge fund, or sophisticated financial technology firm.
Quantitative Skills: Strong knowledge of financial modeling and statistical techniques. Hands-on experience with stochastic calculus and numerical methods in pricing and risk models.
Technical Proficiency: Expert proficiency in one or more object-oriented programming languages for quantitative model building and data analysis (e.g., NumPy, Pandas, Scikit-learn, SQL).
Market Knowledge: Solid understanding of derivatives pricing, margining systems, and crypto assets and crypto market structure
Communication: Strong communication skills to present complex findings to both technical and non-technical stakeholders
Competitive total compensation package
L&D programs and Education subsidy for employees' growth and development
Various team building programs and company events
Wellness and meal allowances
Comprehensive healthcare schemes for employees and dependants
More that we love to tell you along the process!
The salary range for this position is $214,000 - $257,000
The salary offered depends on a variety of factors, including job-related knowledge, skills, experience, and market location. In addition to the salary, a performance bonus and long-term incentives may be provided as part of the compensation package, as well as a full range of medical, financial, and/or other benefits, dependent on the position offered. Applicants should apply via OKX internal or external careers site.
The salary range for this position is $214,000 - $257,000
The salary offered depends on a variety of factors, including job-related knowledge, skills, experience, and market location. In addition to the salary, a performance bonus and long-term incentives may be provided as part of the compensation package, as well as a full range of medical, financial, and/or other benefits, dependent on the position offered. Applicants should apply via OKX internal or external careers site.
Help us maintain the quality of jobs posted on Empllo!
Is this position not a remote job?
Let us know!