Senior Risk Manager- Derivatives
Core
Senior Risk Manager building out a US risk function for a crypto asset manager, overseeing market, liquidity, and counter-party risk for derivatives and digital assets.
Role type
Senior IC risk manager (derivatives & crypto)
Builds
Risk frameworks, margin methodologies, and liquidity monitoring systems for Bitcoin, digital assets, options, and futures.
Domain
Financial services / Crypto assets / Derivatives
Required skills
Market risk management, Options pricing, Futures trading, Derivatives structuring, Counter-party credit risk, Margin management, Liquidity risk management, Stress testing, Volatility analysis, Greeks calculation
Preferred skills
Bitcoin and digital assets experience, OTC trading experience
Technologies
Risk management systems, Prime exchange platforms
Responsibilities
Oversee key risk metrics like Greeks, volatility, and stress exposure for Bitcoin, digital assets, options, futures, and other derivatives; Partner with traders to establish and build risk frameworks for various products and trading strategies; Assess and monitor counter-party exposures across OTC and other products; Establish margin methodology and monitor initial margin and collateral; Build and enhance a liquidity risk framework to ensure settlements and margin calls are actioned.
Seniority
Senior, hands-on IC