Genesis Global Trading, Inc. Jobs
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Genesis is a global leader in institutional digital asset markets offering a suite of advanced tools and services for sophisticated market participants. We launched the first OTC bitcoin trading desk in 2013. Our platform supports clients from the worldâs largest digital asset focused hedge funds to sophisticated diversified financial services firms. In 2021, we saw explosive adoption across multiple businesses. Maximize Your Impact Join small, project-oriented teams. Work with some of the worldâs largest institutional investors and technology partners. Build and scale systems that facilitate billions of dollars in transactions on a monthly basis.
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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