Director/VP, Risk Model and System Quality Assurance

Summary

Join Crypto.com's exchange team as a risk model validation and system implementation quality assurance professional. You will oversee the validation of risk model performance, ensuring system implementations meet quality standards and models are optimized for large-scale operations. This role requires a Master's degree in a quantitative field and 8+ years of relevant experience. Proficiency in programming languages like Python, Java, or C++ is essential, along with a deep understanding of financial derivatives and quantitative modeling techniques. Crypto.com offers a competitive salary, attractive annual leave, flexible work arrangements, internal mobility programs, and a Crypto.com Visa card.

Requirements

• Master's Degree or above in quantitative field, including finance, risk management, mathematics, computer science, or engineering
• 8+ years of professional experience in model development, validation, quality assurance, or relevant fields
• Proficient in programming languages in Python, Java, or C++
• Deep understanding of financial derivatives and quantitative modeling techniques
• Experience with optimization techniques, skilled in parallel computing, and cloud computing
• Strong oral communication and documentation skills

Responsibilities

• Oversee the validation of risk model performance and ensure system implementations meet quality standards
• Assess the performance of risk models and settlement pricing functions, ensuring they are based on sound methodologies
• Design and implement unit and integration tests to verify model accuracy and system integration
• Optimize model efficiency and system performance, ensuring fast processing of large datasets and complex simulations
• Enhance code quality and maintainability, ensuring it is well-structured, documented, and easily understandable for long-term use
• Implement a robust code review process to identify issues, improve design, and ensure adherence to best practices
• Collaborate with stakeholders to ensure effective model governance and alignment with regulatory and business requirements

Preferred Qualifications

• Knowledge of Kafka messaging, AWS cloud computing, and Kubernetes
• Enthusiastic about both emerging crypto innovations and conventional finance
• Fast learner, bringing energy, an ownership mindset, and exemplary work ethic to the team

Benefits

• Competitive salary
• Attractive annual leave entitlement including: birthday, work anniversary
• Flexi-work hour and hybrid or remote set-up
• Aspire career alternatives through us. Our internal mobility program can offer employees a diverse scope
• Work Perks: crypto.com visa card provided upon joining