Risk Modeling

We are the market leader in pricing, trading and hedging complex digital assets. On an average day, we trade between $500mm to $3bn in cash, futures, swaps, options and other derivatives. We are an active liquidity provider on all major electronic exchanges and blockchain protocols, and have traded over $500bn across all products and categories in the past 36 months.

Our core value is building strong relationships with our clients; helping them buy and sell digital assets, earn yield, manage risk and access liquidity. We are a team of 300+ dynamic, entrepreneurial technologists, quantitative researchers, traders and engineers on a mission to enable frictionless markets. We operate around the clock and around the globe, with 7 global offices across Asia, Europe and North America.

Our firm offers world-class technology infrastructure and research capabilities, but we are still unconstrained and nimble enough to remain deeply entrepreneurial. We are always interested in people who have an appetite for taking calculated risk, demonstrate a high level of original thinking and intellectual curiosity.

Website: https://www.ambergroup.io/

Location: Asia / Global

Job Responsibilities：
Responsible for the risk management, including the developing and deploying relevant risk models to measure various marketing risks
Design and develop risk strategies based on various VaR models to guide our trading strategies; And ensure the potential marketing risks are under control
Establish an effective online monitoring system to conduct real-time risk analysis and to control risk exposures of various asset management segment in different scenarios; While optimizing the risk strategy for trading product, to support the effective overall risk management and operation objective
Formulate the risk and process management system, and design the relevant monitoring and measurement indicator system
Docking with technical departments to promote the implementation of various measurement models, strategies and monitoring systems

Job Requirements：
Bachelor degree or above in well-known universities, with financial or mathematical statistics background, mathematics, financial engineering, mathematical statistics and other majors are preferred; Risk management related qualification certificate is preferred (FRM, CFA, etc.)
Have at least 3 years working experience in asset management risk control or fund risk control, have relevant working experience in risk modeling, and be familiar with asset management financial business and products
Familiar with the principle and development process of VaR model for market risk measurement
Solid academic foundation in mathematics, statistics, algorithms, financial engineering, etc., with strong mathematical analysis, logical reasoning, understanding ability and insight
Have the ability to develop and establish financial models and risk models, and have strong data processing capabilities; Proficient in computer programming and at least one statistical tool, such as Python, SAS, SPSS, MATLAB, etc.
Good communication skills and teamwork spirit