Related skills
sql nosql python derivatives_pricing portfolio_margining📋 Description
- Develop, implement, and validate derivatives pricing models across asset classes.
- Monitor real-time and historical risk: exposure, leverage, margin, liquidation.
- Design automated liquidation logic to balance risk and market impact.
- Perform scenario analysis and stress testing across market conditions.
- Provide risk input for onboarding, listings, and risk parameter reviews.
- Analyze market microstructure and cross-asset margining; calibrate models.
🎯 Requirements
- 5+ years in quantitative research, risk management, or trading.
- Master or PhD in a quantitative field (math, physics, stats, eng, CS).
- Proficient in Python and SQL or NoSQL data structures, data models, and DB management.
- Strong derivatives pricing theory knowledge across asset classes (traditional and digital).
- Deep understanding of Order Book Dynamics (L1-L3) and cross/portfolio-margining.
- Direct trading experience with margin concepts and liquidation mechanisms.
🎁 Benefits
- Competitive salary
- Generous annual leave (birthday, work anniversary)
- Hybrid or remote work options
- Internal mobility program for growth
- Crypto.com visa card provided on joining
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