Market Risk Strategist at OKX

New York, New York, United States

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Not SpecifiedCompensation

Mid-level (3 to 4 years), Senior (5 to 8 years)Experience Level

Full TimeJob Type

UnknownVisa

Cryptocurrency, Blockchain, Financial ServicesIndustries

Requirements

Master’s or Ph.D. in Quantitative Finance, Mathematics, Statistics, Computer Science, or other quantitative field
Expertise in quantitative risk techniques
Experience with institutional market risk methodologies
Passion for navigating the complexities and rapid evolution of the crypto market

Responsibilities

Drive continuous improvement to OKX's market & counterparty risk methodologies, tailoring traditional techniques to the unique risks of the crypto market (e.g., market fragmentation, token liquidity risks)
Propose, review, and rigorously backtest potential changes to margin and liquidation model parameters, covering derivatives (perpetuals, expiry futures) and spot margin trading activities
Maintain model documentation and assist with periodic model performance review and revalidation in accordance with internal policies and evolving global regulatory expectations
Evaluate margin methodologies for new and existing clients, considering various trading strategies (e.g., long/short, market making, funding arbitrage, etc) and portfolio complexity
Design and execute stress testing and scenario analyses utilizing both historical scenarios (e.g., Oct 11 market stress) and hypothetical scenarios tailored to the unique risks of crypto
Conduct analysis on new products prior to launch, ensuring market and liquidity risks are comprehensively identified, measured, and managed
Develop tools for risk estimation, high-impact dashboards for visualization, and automated risk reports for internal stakeholders and management
Work closely with Product and Engineering teams to transition quantitative prototypes into robust, production-quality risk measurement tools and models

Skills

Market Risk

Risk Management

Risk Analysis

Quantitative Analysis

Crypto Markets

Financial Risk

Liquidity Risk

Counterparty Credit Risk

Model Development

Risk Monitoring

OKX

Cryptocurrency exchange and DeFi services

About OKX

OKX is a leading cryptocurrency exchange that serves over 50 million users globally with a diverse suite of crypto trading and earning services. Dedication to leveraging blockchain technology to offer services like spot, margin, and derivatives markets, along with DeFi portfolio management and NFT marketplace access, underscores their commitment to enabling decentralized financial access. The company fosters a culture that values financial innovation and leadership in the digital finance sphere.

Singapore, SingaporeHeadquarters

2017Year Founded

$856.3MTotal Funding

PE_GROWTHCompany Stage

Fintech, Crypto & Web3Industries

5,001-10,000Employees