Summary

We are seeking a 

 to serve as the strategic architect of our exchange’s risk ecosystem. In this leadership capacity, you will move beyond daily oversight to own the end-to-end market risk strategy across Spot, Derivatives, and Earn portfolios. You will act as a critical bridge between the trading floor and the executive suite, ensuring that high-frequency market dynamics are reconciled with our long-term Enterprise Risk Management (ERM) goals and regulatory obligations.

What you'll be doing:

1. Strategic Risk Governance & Oversight

1. Lead and Design the daily monitoring framework for market risk exposures, ensuring global oversight of Spot and Derivative instruments.
2. Architect non-linear risk strategies for Crypto Options, establishing firm-wide standards for managing volatility smiles and tail-risk events unique to digital assets.
3. Direct the evolution of risk models for Structured Products and "Earn" portfolios, integrating liquidity and credit risk into a unified market risk view.
4. Own the Stress Testing Framework: Oversee the design and execution of VaR, back-testing, and extreme-event simulations, presenting findings directly to the Risk Committee.

2. Product Innovation & Risk Architecture

1. Approve New Product Launches: Serve as the primary risk authority for "Earn" and structured offerings, ensuring risk-return profiles align with capital preservation goals.
2. Optimize Greeks Management: Set and enforce mandates for $\Delta, \Gamma, \Theta, \text{and } V$, providing senior-level intervention during limit breaches.
3. Liquidity Strategy: Develop proactive protocols to mitigate slippage-related manipulation by synthesizing on-chain and off-chain liquidity intelligence.

3. Enterprise Leadership (ERM)

1. Policy Ownership: Drive the alignment of market risk limits with the broader Enterprise Risk Appetite Statement.
2. Cross-Functional Leadership: Partner with Legal, Compliance, and Operations to embed a holistic risk culture across the organization.
3. Executive Reporting: Transform complex technical data into strategic insights for the Board and regulatory bodies, acting as the primary point of contact for external audits.

What we're looking for:

1. 8+ years of progressive experience in Market Risk, with a proven track record of leading functions within an investment bank, hedge fund, or Tier-1 crypto exchange.
2. Expert-level understanding of Derivatives pricing, hedging, and the ability to deconstruct multi-leg financial products.
3. Demonstrated ability to manage risk through an organizational lens, balancing trading profitability with regulatory stability. 
4. Advanced quantitative modeling skills (SQL, Python, or R).
5. Deep familiarity with yield-generating protocols and counterparty risk frameworks.
6. FRM or PRM designation is highly preferred.
7. Advanced understanding and/or experience working in a Cryptocurrency/Blockchain/Fintech/Finance Trading domain preferred.

Skills

• Communications Skills
• Cryptocurrency
• Leadership
• Risk Analysis
• Team Collaboration