Risk Manager, Quantitative (EMEA)
Core
Design, calibrate, and validate margin, pricing, and liquidation frameworks for a global exchange team bridging TradFi and digital markets.
Role type
Quantitative Risk Manager (IC)
Builds
Margin, pricing, and liquidation frameworks for FCM and clearing businesses
Domain
Financial markets (TradFi and digital assets)
Deliverable
production ML models | product features
Required skills
Derivatives pricing theory, Order Book Dynamics (L1-L3), Cross/Portfolio-Margining, Python, SQL, Backtesting, Scenario analysis, Stress testing, Data pipeline construction
Preferred skills
Direct trading experience, Broker-dealer/Exchange/CCP experience, Regulator-facing experience
Technologies
Python, SQL, noSQL, Relational databases
Responsibilities
Own margin methodology (SPAN, VaR, portfolio-margining); Develop and validate derivatives pricing models; Backtest margin coverage and document model performance; Build and maintain data pipelines for risk models; Monitor and analyze real-time portfolio risk; Design automated liquidation logic; Perform scenario analysis and stress testing; Provide risk input for product onboarding and parameter reviews; Analyze market microstructure; Support internal risk dashboards.
Seniority
Mid-Senior, hands-on IC