Quantitative Risk Lead

August 8

Apply Now

Receive Emails with Similar Jobs

Logo Logos

WebsiteLinkedInAll Job Openings

Logo Logos is a woman-owned Merchandising Agency and distributor$1. .$1

Branded Merchandise • Print • Graphic Design • Signage

2 - 10

Description

• Identifying and quantifying financial and economic risks that the treasury is exposed to • Owning the development and maintenance of quantitative risk models for the treasury (e.g. Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc) • Building the data gathering and risk monitoring infrastructure, including on-chain monitoring of smart contracts • Performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations) • Supporting the build out of an internal quantitative tool stack (e.g. asset models, simulation engines, forecasting and reporting, scenario analysis, etc) • Assisting in the development of dashboards and reports to put quantitative risk information at the center of financial decision making

Requirements

• Excellent software development skills (ideally, Python- open to other languages), including a strong bias towards automation, documentation and testing • Structure and rigour in their thinking. • Degree in a quantitative discipline (STEM, economics, finance) • Productive while working remotely and autonomously, initially in a risk quant “team of 1” • A strong alignment to our principles: https://status.im/about/#our-principles • Deep knowledge of the specific financial and quantitative risks faced by a web3 organisation with a large, on-chain, multi-asset crypto treasury (i.e. must be able to independently identify them, not just quantify the risks that others ask them to) • Previous professional experience with smart contract development • Previous professional experience building similar quantitative risk tech stacks • A security mindset • PhD in a quantitative discipline • Previous experience in a risk quant role within a web3 organisation • Experience working for an open-source organisation