Coinbase

Quantitative Risk Modeling Manager

Coinbase

full-time

Posted on:

Location Type: Remote

Location: CaliforniaUnited States

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Salary

💰 $207,485 - $244,100 per year

Tech Stack

About the role

  • As part of Coinbase’s broader risk management organization, lead the design of Coinbase’s next-generation Global Liquidation Engine.
  • Manage risk and architect the automated machinery that protects the platform during extreme volatility.
  • Build the algorithms responsible for liquidating distressed portfolios across Spot and Derivatives (Futures, Options) at a global scale.
  • Act as the bridge between Financial Risk, Exchange Liquidity, and Engineering.

Requirements

  • Education: Ph.D. or Master’s degree in a highly quantitative field (Physics, Mathematics, Statistics, Financial Engineering, or Computer Science).
  • Experience: 6+ years of relevant experience with a Ph.D from a top program.
  • 8+ years of relevant experience with a Master’s degree.
  • Industry Background: Experience in one of the following hybrid areas: Central Risk Book (CRB) execution trading quant at a Tier 1 Investment Bank, Default Management risk quant at a major Clearing House (CCP) or Prime Broker, Electronic Market Making with a specific focus on inventory management, liquidation, or risk constraints.
  • Technical Expertise: Deep understanding of Almgren-Chriss frameworks, Order Book Dynamics (L1-L3 data), and Auction Theory.
  • Coding & Engineering: Production-level proficiency in Python.
  • Experience deploying quantitative models into production environments and integrating with execution APIs.
  • Soft Skills: Proven ability to lead cross-functional projects (Product, Eng, Data Science) and communicate complex technical findings to non-technical stakeholders.
Benefits
  • Full time offers from Coinbase also include bonus eligibility + equity eligibility + benefits (including medical, dental, vision and 401(k)).
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools
PythonAlmgren-Chriss frameworksOrder Book DynamicsAuction Theoryquantitative modelsexecution APIsrisk managementalgorithm designautomated machineryportfolio liquidation
Soft Skills
leadershipcross-functional project managementcommunicationproblem-solvingcollaboration