Market Risk Analyst

Responsibilities

• Help implement and document standard operational processes related to new product listing, product parameters and model parameters calibration.
• Assist with documentation of risk reporting procedures and ensure in line with models and methodology documentation.
• Assist in the daily risk reporting and monitoring of the markets and measuring the risk exposure of user portfolios. Proactively identify, report and ensure transparency of risks, immediate escalation of material issues to risk managers.
• Analyze market microstructure on crypto derivative markets, periodically review and calibrate risk models according to market conditions.
• Monitor compliance with regulation and perform both qualitative and quantitative analysis, independent testing, automating the monitoring and challenging of data and models
• Monitor development of crypto exchange industry and identify industry trends and risks for further business development.

Requirements

• BS. degree or above in a quantitative discipline, with professional qualification such as CFA and FRM an added advantage.
• 3+ years of working experience in Market Risk, Credit Risk or Product Control, or relevant experience in financial institutions.
• Working experience in any exchanges would be highly desirable.
• Familiar with VaR and various portfolio risk exposures.
• Basic knowledge of Python or SQL
• Strong analytical skills, ability to present complex issues in a clear and concise manner
• Basic understanding of exchange, liquidity, margin model and financial products
• Good communication skills to engage with different teamsPassionate about cryptocurrency and blockchain.