
Quantitative Risk Modeling Manager
Coinbase
full-time
Posted on:
Location Type: Remote
Location: California • United States
Visit company websiteExplore more
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