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Risk Manager, Quantitative (EMEA)

Job Overview

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…

Key points

  1. 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…

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

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

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

  5. Master or PhD in a quantitative discipline (e.g., math, physics, statistics, engineering, computer science, financial engineering, quantitative finance, etc.).

  6. Proficient in Python and SQL or noSQL data structures, data models, and database management.

  7. Strong understanding of derivatives pricing theory across traditional and digital asset classes.

  8. Deep understanding of Order Book Dynamics (L1-L3 data) and Cross/Portfolio-Margining methodologies (e.g., offsetting spot against futures).

Skills

PythonSQLNoSQLData VisualizationStatisticsETLStakeholder ManagementRisk Management

Experience: Mid-level · 5+ years · Job type: Full-time

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