Quantitative Analyst Jobs in Web3

Title: Risk - Quantitative Analyst

Location: New York or London

Title: Associate

Compensation: If based in New York City, we anticipate that this role will command a salary of around $180,000 to $220,000

About us:

Founded in 2013, GSR is a leading market-making and programmatic trading company in the exciting and fast-evolving world of cryptocurrency trading. With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols and exchanges on a daily basis. We build long-term relationships with cryptocurrency communities and traditional investors by offering exceptional service, expertise and trading capabilities tailored to their specific needs.

GSR works with token issuers, traders, investors, miners, and more than 30 cryptocurrency exchanges around the world. In volatile markets we are a trusted partner to crypto native builders and to those exploring the industry for the first time.

Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the world’s most robust trading platforms designed to navigate issues unique to the digital asset markets. We have continuously improved our technology throughout our history, allowing for our clients to scale and execute their strategies with the highest level of efficiency.

Working at GSR is an opportunity to be deeply embedded in every major sector of the cryptocurrency ecosystem.

About the role:

We are looking for a Quantitative Analyst to join our global team on a full-time basis. GSR is a leading programmatic trading company in the exciting and fast-evolving world of cryptocurrency trading. You will help to shape and build the firm's risk management ecosystem and analytics framework. You will be based in the general area of NYC (US working hours) with the ability to travel as required.

Responsibilities:

• Work with other members of the analytics team to develop and improve models for pricing, VaR, and stress testing.
• Implement and test new models.
• Deliver consistently on the full cycle of model development, implementation, validation, analysis, and model confirmation.
• Support pricing and risk management analytics, working closely with Risk, Trading, and Technology.
• Contribute to analyses required by internal and external stakeholders.

Your Profile:

• Minimum 5 years of work experience in a trading/risk environment.
• Masters degree in a quantitative discipline (e.g. Financial Engineering, Applied Mathematics, Statistics, Physics, Computer Science).
• Strong analytical skills and a strong grasp of quantitative risk models, in both the market and counterparty credit space.
• Experience with derivative pricing and risk models.
• Strong programming skills, with experience in Python (Pandas, NumPy), C++, and MySqL.
• Process-Orientated with exceptional analytical attention to detail and technical skills.
• Strong written and verbal communication skills.
• Resilient, disciplined self-starter with a high degree of motivation, adaptability, and proactiveness.
• Ability to work autonomously and/or remotely in teams.

What we offer:

• A collaborative and transparent company culture founded on Integrity, Innovation and Performance.
• Competitive Salary with two discretionary bonus payments a year.
• Benefits such as Healthcare, Dental, Vision, Retirement Planning, 30 days holiday and free lunches when in the office.
• Hybrid working pattern in all of our offices from London, the US, Singapore, Zug and Malaga.
• Regular Town Halls and offsites, team lunches and drinks.
• A Corporate and Social Responsibility program as well as charity fundraising matching and volunteer days.
• Immigration and relocation support where required.

GSR is proudly an Equal Employment Opportunity employer. We do not discriminate based upon any applicable legally protected characteristics such as race, religion, color, country of origin, sexual orientation, gender, gender identity, gender expression or age. We operate a meritocracy, all aspects of people engagement from the decision to hire or promote as well as our performance management process will be based on the business needs and individual merit, competence in the role. Learn more about us at www.gsr.io