Quant Researcher

Crypto.com · website
Remote $100k–$230k 27 days ago full-time quality 9/10
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PythonSQLnoSQLdata structuresdata modelsdatabase management
  • Develop, implement, and validate derivatives pricing models for new and existing products across various asset classes (e.g., equities, commodities, futures, perpetuals, options).
  • 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: haircuts, margin levels, liquidation thresholds, index pricing, funding rates, and position limits.
  • Analyze market microstructure on multi-asset derivative markets, periodically review and calibrate risk models according to evolving market conditions.
  • Support the build and maintenance of internal risk dashboards and analytical tools.
  • 5+ years of relevant working experience in quantitative research, risk management, trading, or a related field.
  • Master or PhD in a quantitative discipline (e.g., math, physics, statistics, engineering, computer science, financial engineering, quantitative finance, etc.).
  • Proficient in Python and SQL or noSQL data structures, data models, and database management.
  • Strong understanding of derivatives pricing theory across traditional and digital asset classes.
  • Deep understanding of Order Book Dynamics (L1-L3 data) and Cross/Portfolio-Margining methodologies (e.g., offsetting spot against futures).
  • Deep knowledge of equities, commodity products, macro assets, and ongoing developments in these spaces; thoroughly familiar with futures, perpetuals, or other derivative types.
  • Direct trading experience (personal or professional) is highly ideal, with a deep familiarity with margin concepts and liquidation mechanisms.
  • Competitive salary
  • Attractive annual leave entitlement including: birthday, work anniversary
  • Flexi-work hour and hybrid or remote set-up
  • Aspire career alternatives through us. Our internal mobility program can offer employees a diverse scope.
  • Work Perks: crypto.com visa card provided upon joining.
Apply now →

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