Genesis Global Trading, Inc. is hiring a

Web3 VP, Risk Quant

About This Role: VP, Risk Quant

We are looking for a risk quant to develop and maintain models and tools, with exposure in Market as well as Counterparty Credit risk.

Responsibilities & Requirements

• Familiarity with risk management framework for various quantitative measure of risk.
• Responsible for calculating PFE/EPE/IM for derivatives portfolio in Crypto
• Excellent counterparty credit risk methodologies and derivative product knowledge.
• Proven understanding of Monte Carlo exposure models, Credit and Market risk concepts, pricing and risk measures.
• Familiarity with relevant risk concepts and related valuation concepts (e.g. VaR, stress-testing, counterparty exposure estimation, liquidity estimation)
• Technical knowledge of models, forward and spot interest rate/credit curve interpolation/extrapolation
• Programming knowledge is essential.
• Ability to work independently
• Great attention to detail.
• Strong analytical skills;
• Crypto exposure desirable.
• 3+ years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
• Masters or Doctorate degree in a technical area such as Financial Engineering, Computational Finance, Mathematical Finance, Mathematics, Statistics, Computer Science, Physics or related fields

Apply Now: