BlockFi is hiring a

Web3 Director of Market Risk

About the Team and Role

We are seeking a highly motivated Director of Market Risk to join BlockFi's Risk Management team. In this role, you will assess the market risk in portfolios of cryptocurrencies, generate and present reporting, and liaise with trading desks and senior risk management staff.

Your Mission:

• Develop a thorough understanding of analytics and metrics used to measure market risk and liquidity risk in portfolios of cryptocurrencies and related derivatives
• Build spreadsheets and code (e.g. Python) to capture risk measurement logic in a repeatable framework, and continuously refine tools as needed
• Assist senior risk managers in evaluating portfolio construction and risk management techniques used by buy-side clients and counterparties
• Develop risk methodologies used to evaluate deal by deal risk across lending and investment business activities
• Contribute to market risk modeling efforts or validation efforts as appropriate, including risk assessment of cryptocurrency platforms, venues and protocols
• Develop intermediate expertise in data preparation and data science required to carry out the function
• Communicate with trading desks and senior risk management staff
• Produce ongoing market risk reporting and evaluate status of portfolios against defined limits
• Assist with risk identification, assessment, and quantification efforts as needed
• Aggregate metrics and findings and synthesize key themes for senior risk management

Your Expertise:

• Engineering or quantitative economics academic background. Expertise in statistical techniques, stochastic calculus and linear algebra. MFE/MSFE/MQF etc. preferred.
• 6+ years of experience in a market risk role supporting a capital markets business
• CFA, FRM or PRM certification preferred
• Programming experience ( e.g. in Python ) preferred
• Exposure to fundamental market risk metrics such as VaR, stress testing and Greeks
• Outstanding critical reasoning and problem-solving skills
• Excellent written/verbal communication and interpersonal skills
• Excellent organizational and time management skills
• Ability to work both independently and in a team
• Ability to develop partnering relationships with trading desks while remaining willing to challenge if needed
• Experience and/or passion in digital asset technologies and markets is a plus

Apply Now: