Crypto Portfolio Risk Analyst
ALGOQUANT
full-time
Posted on:
Location Type: Remote
Location: Remote • 🏈 Anywhere in North America
Visit company websiteJob Level
Mid-LevelSenior
Tech Stack
FlashPythonSQL
About the role
- Monitor risk exposures across a diversified portfolio of crypto hedge fund and quant strategies.
- Perform quantitative analysis on fund returns, drawdowns, volatility, leverage, liquidity, and factor sensitivities.
- Track both on-chain and off-chain metrics to assess market, credit, liquidity, and operational risks.
- Collaborate with investment and operational due diligence teams to evaluate new and existing crypto managers.
- Review manager risk frameworks, trading practices, and risk controls.
- Assess manager concentration, style drift, and correlation with existing portfolio allocations.
- Contribute to the optimization of multi-manager portfolio construction from a risk-return perspective.
- Run scenario and stress tests based on historical and hypothetical events (e.g., exchange failures, flash crashes, regulatory changes).
- Model tail risk and extreme event exposures.
- Produce regular and ad-hoc risk reports for internal stakeholders, risk committees, and clients.
- Communicate complex risk insights clearly to both technical and non-technical audiences.
- Recommend risk mitigation actions where necessary.
- Work with internal data engineering and quant teams to enhance risk analytics infrastructure.
- Contribute to the development and maintenance of dashboards and tools for real-time risk monitoring.
Requirements
- Bachelor’s or Master’s degree in Finance, Economics, Mathematics, Engineering, or a related field.
- 3–5+ years of experience in investment risk analysis, preferably in hedge funds, fund-of-funds, or digital assets.
- Strong knowledge of crypto markets, DeFi, derivatives, and trading venues (CEXs and DEXs).
- Familiarity with on-chain data analytics tools (e.g., Nansen, Dune, Glassnode) is a plus.
- Proficiency in Python, R, SQL, or similar for data analysis and visualization.
- Understanding of portfolio theory, VaR, expected shortfall, stress testing, and scenario analysis.
- Excellent communication skills and ability to collaborate across teams.
Benefits
- Benefit from competitive compensation, including performance-based incentives and long-term upside potential.
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
quantitative analysisdata analysisPythonRSQLportfolio theoryVaRexpected shortfallstress testingscenario analysis
Soft skills
communication skillscollaborationrisk insights communication