VP, Risk Quant
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: VP, Risk Quant
We are looking for a risk quant to develop and maintain models and tools, with a focus on Counterparty Credit risk.
Responsibilities & Requirements
- Familiarity with risk management framework for various valuation adjustments’ risk (e.g. CVA, XVA, DVA, FVA, CTDVA, KVA and IM).
- 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
- 100% Premium Coverage for Medical, Dental, & Vision for you and your dependents
- Flexible Spending Accounts, Health Savings Accounts, Tax-Free Transit benefits, & other supplemental benefits available
- Flexible time off
- Generous Parental Leave
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.
Our addressable market is expanding rapidly as new institutional investors enter the space. Recent results include:
→ 300%+ Y/Y trading volume growth
→ 400%+ Y/Y loan origination growth
→ 300%+ Y/Y active loan growth
→ 150%+ Q/Q derivatives transaction growth
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.
Work with us at the forefront of digitally-native finance.
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Genesis is a global leader in institutional digital asset markets, facilitating billions in trades, loans and transactions on a monthly basis.