Remote Quantitative Risk Lead

Summary

Join the Finance team at IFT as a Quantitative Risk Lead to take responsibility for quantifying, tracking, and reporting financial risks. The role will support the material treasury of the entire organisation.

Requirements

• Excellent software development skills (ideally, Python- open to other languages), including a strong bias towards automation, documentation and testing
• Structure and rigour in their thinking
• Degree in a quantitative discipline (STEM, economics, finance)
• Productive while working remotely and autonomously, initially in a risk quant “team of 1”
• A strong alignment to our principles: https://status.im/about/#our-principles

Responsibilities

• Identifying and quantifying financial and economic risks that the treasury is exposed to
• Owning the development and maintenance of quantitative risk models for the treasury (e.g. Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc)
• Building the data gathering and risk monitoring infrastructure, including on-chain monitoring of smart contracts
• Performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations)
• Supporting the build out of an internal quantitative tool stack (e.g. asset models, simulation engines, forecasting and reporting, scenario analysis, etc)
• Assisting in the development of dashboards and reports to put quantitative risk information at the centre of financial decision making

Preferred Qualifications

• Deep knowledge of the specific financial and quantitative risks faced by a web3 organisation with a large, on-chain, multi-asset crypto treasury (i.e. must be able to independently identify them, not just quantify the risks that others ask them to)
• Previous professional experience with smart contract development
• Previous professional experience building similar quantitative risk tech stacks
• A security mindset

Benefits

The expected compensation range for this role is $90,000 - $140,000 (negotiable, dependent on how we assess your skills and experience throughout our interview process)