Quant Researcher

Crypto.com

Quant researcher contributing to a fast-growth trading platform. Seeking passionate individuals to innovate in financial markets through technology.

Posted 7/9/2026full-timeRemote • 🇺🇸 United StatesMid-LevelSenior💰 $100,000 - $230,000 per yearWebsite

Core Competencies

Role fit

Core Competencies

Use this summary to align your resume positioning with the role.

Expertise in developing and validating derivatives pricing models, with strong analytical skills in risk management and portfolio analysis. Proficient in Python and SQL, with a deep understanding of market microstructure and trading dynamics across various asset classes.

Highest-signal resume keywords

Derivatives Pricing ModelsRisk ManagementPython ProgrammingSQL Database ManagementOrder Book Dynamics

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Quantitative ResearchScenario AnalysisStress TestingAutomated Liquidation LogicMarket Risk AnalysisPortfolio Risk MonitoringCross/Portfolio-MarginingData StructuresDatabase ManagementRisk Parameter Reviews

Tools & Technologies

Risk DashboardsAnalytical Tools

Certifications & Qualifications

Master's DegreePhD

Industry Keywords

EquitiesCommoditiesFuturesPerpetualsOptionsMargin ConceptsLiquidation MechanismsMarket ImpactDigital AssetsMacro Assets

Tech Stack

Tools & technologies

NoSQLPythonSQL

About the role

Key responsibilities & impact

Develop, implement, and validate derivatives pricing models for new and existing products across various asset classes (e.g., equities, commodities, futures, perpetuals, options).
Monitor and analyze real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation.
Design optimal automated liquidation logic and algorithms to balance market risk with market impact during extreme volatility.
Perform scenario analysis and stress testing across a range of market conditions.
Provide risk input into product onboarding, listing reviews, and regular risk parameter reviews: haircuts, margin levels, liquidation thresholds, index pricing, funding rates, and position limits.
Analyze market microstructure on multi-asset derivative markets, periodically review and calibrate risk models according to evolving market conditions.
Support the build and maintenance of internal risk dashboards and analytical tools.

Requirements

What you’ll need

5+ years of relevant working experience in quantitative research, risk management, trading, or a related field.
Master or PhD in a quantitative discipline (e.g., math, physics, statistics, engineering, computer science, financial engineering, quantitative finance, etc.).
Proficient in Python and SQL or noSQL data structures, data models, and database management.
Strong understanding of derivatives pricing theory across traditional and digital asset classes.
Deep understanding of Order Book Dynamics (L1-L3 data) and Cross/Portfolio-Margining methodologies (e.g., offsetting spot against futures).
Deep knowledge of equities, commodity products, macro assets, and ongoing developments in these spaces; thoroughly familiar with futures, perpetuals, or other derivative types.
Direct trading experience (personal or professional) is highly ideal, with a deep familiarity with margin concepts and liquidation mechanisms.

Benefits

Comp & perks

Competitive salary
Attractive annual leave entitlement including: birthday, work anniversary
401(k) plan with employer match
Eligible for company-sponsored group health, dental, vision, and life/disability insurance
Work Flexibility Adoption. Flexi-work hour and hybrid or remote set-up
Aspire career alternatives through us. Our internal mobility program can offer employees a diverse scope.