Requirements

A degree in mathematics, statistics, financial engineering, machine learning, computer science, or quantitative finance
3+ years of experience in quantitative risk, financial engineering, or similar roles within trading, crypto, or fintech environments
Knowledge of margin trading mechanics, derivatives pricing models, and liquidation/liquidity risk management
Experience building and validating risk and margin models (VaR, Expected Shortfall, SPAN, CCP-style IM/VM, stress tests, scenario simulations)
Proficiency in quantitative modelling and time-series methods (GARCH, ARIMA, stochastic calculus), with advanced Python + SQL skills for large-scale data analysis
Familiarity with high-frequency datasets, and the ability to work well in fast-paced, real-time risk environments

Nice to have

Experience with crypto derivatives and crypto market microstructure
Exposure to market-making workflows and risks (inventory management, P&L drivers, spread optimization, and internalization strategies)
Familiarity with regulatory and institutional risk frameworks (Basel III/IV, FRTB, SA-CCR, CCP margin methodologies)

Developing and maintaining methodologies and policies for crypto risk modeling
Delivering real impact to the product through rigorous data-driven solutions
Building, enhancing, and maintaining the core risk engine, including margin models, leverage frameworks, and liquidation logic
Developing and calibrating risk models across isolated/cross margin, partial/full liquidation, bankruptcy pricing, and future portfolio margining capabilities
Collaborating with Engineering to deploy risk methodologies into production systems while iteratively improving models based on market conditions
Preparing documentation for compliance, and presenting risk insights, exposures, and recommendations to senior leadership

Compensation range:
- Krakow: PLN30,900 - PLN43,000 gross monthly*
- Vilnius: €7,500 - €9,500 gross monthly*
- Poland: PLN30,900 - PLN43,000 gross monthly*
- Lithuania: €7,500 - €9,500 gross monthly*
- Other locations: Compensation will be discussed during the interview process
*Final compensation will be determined based on the candidate's qualifications, skills, and previous experience