Risk Quantitative Developer

New York, NY, USA

Full Time

Jun 7

About Genesis

Genesis is a global leader in institutional digital asset markets. We provide a single point of access for digital asset trading, derivatives, borrowing, lending, custody and prime brokerage services.

Genesis facilitates billions in trades, loans and transactions on a monthly basis. We have a proven track record driving results for some of the largest digital asset-focused hedge funds, quant funds, family offices, VC’s, market makers and exchanges.

Join Our Team

Genesis is expanding to solve some of the toughest challenges in digital asset financial markets.

About This Role – Risk Quantitative Developer

Genesis Trading is seeking a Risk Quantitative Developer with a strong background in cross-functional risk management. The Risk Quantitative Developer will focus on developing an overarching risk technology framework encompassing the Genesis Prime Brokerage business lines. Working closely with the Risk and Engineering teams, the Risk Quantitative Developer will develop risk models integrated with proprietary market data streams for firm-wide risk management of asset exposure.

Primary Responsibilities

Develop core risk engine with integrated modeling for firm-wide risk management
Consume proprietary market data streams to inform modeling
Implement, maintain, and document stress testing methodologies
Provide independent assessment of asset allocation and investment strategies
Work closely aligned with Risk and Engineering teams to deploy risk management platform

Requirements

M.S. degree in STEM or quantitative field required
7-10 Years in quantitative modeling or analytics role in capital markets
Proven track of implementing large scale risk frameworks for multi-asset class trading
Strong knowledge of Yield Curve Management, and blending funding curves for proper discounting and pricing
Strong understanding of modeling risk and dynamics of linear and non-linear financial products
Strong mathematical and statistical modeling experience (time series, cross-sectional, etc.)
Strong understanding of relational and NoSQL databases
Experience with Python, C++

Personal Attributes

Strong interpersonal and communication skills
Self-starter yet knows when to ask for help and works great in a team
Strives to simultaneously achieve high-velocity and high-quality output
Willingness and ability to meet aggressive deadlines
Thrives in a dynamic and high-pressured environment
Proven troubleshooting and problem-solving skills

Benefits

Comprehensive health, vision, dental and FSA benefits
Flexible time off

Why Genesis

Genesis is dedicated to creating best-in-class infrastructure for institutional investors, developing advanced products that lower barriers, increase profitability and broaden access. Our team has decades of experience at top Wall Street investment banks and Silicon Valley technology firms, and includes leading experts in blockchain, distributed computing, cryptography and cybersecurity.

Digital Asset Ecosystem

Genesis operates at the heart of the digital asset ecosystem:

→ We are a subsidiary of Digital Currency Group (DCG), the largest investor in the bitcoin and blockchain space.

→ We have an unparalleled global network at the intersection of data, finance and technology.

Accelerating Momentum

Our addressable market is expanding rapidly as new institutional investors enter the space. Recent results include:

→ 400%+ Y/Y trading volume growth to $20.7 billion in trades

→ 400%+ Y/Y loan origination growth to $19 billion in originations

→ 300%+ Y/Y active loan growth to $3.9 billion in active loans outstanding

→ 400%+ Q/Q derivatives transaction growth to $5.9 billion in transactions

Diversity And Inclusion

Genesis invests in creating a welcoming environment where everyone can feel supported and connected at work.

→ We help employees develop a deep understanding of the problems we’re trying to solve.

→ We thrive on ideas driven by a broad range of perspectives.

→ We believe diverse teams lead to better products and bigger outcomes.

Genesis is an equal opportunity employer. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.