Risk Manager, Quantitative (United States)
Core
Design, calibrate, and validate margin, pricing, and liquidation frameworks for an FCM and clearing business while monitoring daily portfolio risk.
Role type
Quantitative Risk Manager
Builds
Margin, pricing, and liquidation frameworks for multi-asset derivatives
Domain
Financial markets, derivatives, 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 and automated reporting; Monitor and analyze real-time and historical 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
