Risk Manager, Quantitative (United States)

We are looking for a quantitative Risk Manager to join our global exchange team, with a primary focus on the models: you will own the design, calibration, and validation of the margin, pricing, and liquidation frameworks that our FCM and clearing businesses run on. Alongside that, you will take part in the daily risk monitoring, escalation, and reporting that the whole team carries. You will be contributing to the building of a fast-growth trading platform with innovative, multi-asset products bridging traditional finance (TradFi) and digital markets. For all roles, we look for people who are passionate about financial market innovation, equipped with energy, act as owners, and have exemplary work ethics.

Responsibilities

• Own margin methodology across the group, including SPAN, VaR, and portfolio-margining approaches, and benchmark our models against those used by the clearing houses and exchanges we face.

• Develop, implement, and validate derivatives pricing models for new and existing products across various asset classes (e.g., equities, commodities, futures, perpetuals, options).

• Backtest margin coverage and document model performance, assumptions, and limitations to a standard that withstands regulatory and audit review.

• Build and maintain the data pipelines and automated reporting behind the risk models, working in SQL, Python, and relational databases.

• Monitor and analyze real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation.