London•Barcelona•Geneva•Amsterdam•Madrid•Berlin•Paris•Warsaw•Brussels•Zurich
Remote
Senior
Full Time
risk managementquantitative riskcryptofinancial marketssenior leadership
Requirements
- •Strong foundation in quantitative risk management including market risk, credit risk and liquidity risk modelling
- •Hands-on experience aligned with frameworks such as Quantitative Risk Management (McNeil, Frey, Embrechts)
- •Ability to design and implement risk models including tail risk estimation, scenario analysis, stress testing and dependence modelling
- •Proven experience in designing or co-designing firm-wide risk systems
- •Experience working closely with technology (CIO) and operations (COO) to translate risk requirements into scalable infrastructure
- •Experience operating at the intersection of traditional financial markets and digital assets (CeFi and/or DeFi)
- •Strong understanding of differences in market structure, risk transmission and infrastructure between TradFi and Crypto
- •Practical knowledge of crypto-specific risks including exchange/custodian risk, smart contract risk, protocol risk, funding/basis dynamics and collateral management in centralized and decentralized environments
What You'll Do
- •Own and develop the Firm’s risk function end-to-end
- •Design, implement and enforce a Firm-wide risk framework across all activities
- •Co-design the firm’s risk architecture with the COO and CIO, covering data, analytics and real-time risk aggregation
- •Oversee risk across trading (spot and derivatives), treasury and investments including exposures across CeFi and DeFi environments
- •Define risk appetite and implement advanced risk metrics
- •Ensure disciplined risk-taking across the organization
- •Develop and maintain a quantitative risk framework grounded in modern risk theory
- •Co-design and implement the Firm-wide risk management system including data architecture, risk aggregation layers, real-time monitoring and reporting infrastructure
- •Build an integrated risk view across centralized and decentralized venues
- •Define and implement advanced risk metrics such as VaR, Expected Shortfall, stress scenarios, liquidity-adjusted risk, concentration risk
- •Translate traditional financial risk methodologies into crypto-native environments
Benefits
- •Competitive salary and global benefit package
- •Annual Team Retreats for strategy, celebration and team activities
- •Autonomy in time management with semi-flexible working hours
- •Fast-paced, highly intellectually stimulating working environment
- •Freedom to create your own entrepreneurial experience in a team seeking excellence
About Keyrock
Keyrock develops scalable, transparent proprietary algorithmic technologies to increase the liquidity of financial assets.
Belgium
100 - 250
Finance