A Global crypto currency asset manager is in the process of building out their US business and are looking to bring on their first Risk hire as they bring on more traders and other front office personnel. They are currently seeking a Senior Risk Manager with a background in crypto, other digital assets, or derivatives to join and help build the team in their Miami office.
This person will be responsible for working directly with the CFO, traders, and other lines of business to monitor the company's broader risk function. The role is also responsible for overseeing the market, liquidity, and counter-party risk. This person will join a very lean team and have significant influence on the business.
This ideal hire will have at least 7 years of experience in either market risk with exposure to options, futures, derivatives but they are keeping their options open. As well as knowledge in counter-party credit risk, margin, collateral, and liquidity management.
Responsibilities:
- Oversee key risk metrics like Greeks, volatility and stress exposure for Bitcoin, digital assets, options, futures, and other derivatives
- Partner with traders and other front office personnel to establish and build risk frameworks for various products and trading strategies
- Assess and monitor counter-party exposures across OTC and other products, ensuring prime exchanges, and other trading counter-parties adhere to exposure limits
- Establish margin methodology, continuously monitoring initial margin and collateral between counter-parties
- Build and enhance a liquidity risk framework, ensuring settlements and margin calls are actioned
- Review
Qualifications:
- At least 7+ years of experience in market risk related field working with Greeks, volatility, and stress testing
- Strong understanding of various options, futures, and derivatives products as well as exposure to counter-party, margin, and liquidity risk
- Understanding of and experience with Bitcoin and other digital assets
