Risk Quantitative Developer
New York, NY, USA
The digital currency market is the most exciting and fastest-growing segment of finance, with new institutions and capital from around the world entering the space every day. Genesis Global Trading, a subsidiary of Digital Currency Group, is a pioneer in the industry, launching the first digital asset trading desk in 2013 and the first institutional lending business in 2018. Today, Genesis sits at the forefront of the industry as a global leader, providing digital asset trading, lending, custody and prime brokerage services.
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.
- 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
- 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++
- 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
- Comprehensive health, vision, dental and FSA benefits
- Flexible time off
We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.
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