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python crypto var margin adl📋 Description
- Monitor real-time and end-of-day market risk across liquidity activities.
- Track Greeks (delta, gamma, vega, theta, rho) and hedge within limits.
- Enforce desk stop-loss limits; escalate breaches promptly.
- Monitor margin usage and collateral efficiency; flag risk early.
- Oversee liquidation risk and auto-deleveraging (ADL) exposure.
- Develop and refine risk framework and margin models for crypto.
🎯 Requirements
- Bachelor's degree in Finance/Math/Statistics/Engineering; advanced degree a plus.
- 7-10+ years market risk experience in crypto market making or major financial institution.
- Hands-on risk management for market-making desks.
- Crypto and traditional products knowledge: spot, perpetual swaps, futures, options.
- Proficiency in VaR, Expected Shortfall, stress testing; Greeks management.
- Strong communication; able to present risk to traders and leadership.
🎁 Benefits
- Work at the cutting edge of crypto market making with high autonomy.
- Collaborate daily with world-class traders and quants.
- Competitive compensation and flexible working culture.
- Ownership and initiative rewarded.
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