Member of Global Risk Management, Market Risk
Core
Run daily market risk across spot, lending, and derivatives books, design limits, and produce reports for senior management and regulators.
Role type
Senior IC market risk manager
Builds
Risk limits, margin/haircut policies, and regulatory reports for a digital asset platform
Domain
Digital assets / Crypto / Financial Markets
Required skills
VaR calculation, stress testing, sensitivity analysis (delta, gamma, vega), limit management, collateral haircut setting, margin calculation, regulatory reporting, system design for risk-critical systems
Preferred skills
None stated
Technologies
None stated
Responsibilities
Run daily market risk across spot, lending, and derivatives books; Design, revise, and implement risk limits; Set and review collateral haircuts and liquidation thresholds; Build historical and hypothetical stress scenarios; Contribute to swap dealer risk management program; Work with platform and trading teams on system design and change management; Produce risk reports for senior management and regulators
