Risk Operations Analyst
Imprint
Quantitative Risk Manager – Liquidity
Kraken Digital Asset Exchange
full-time
Posted on:
Location Type: Remote
Location: Remote • 🇺🇸 United States
Visit company websiteSalary
💰 $96,000 - $153,000 per year
Job Level
Mid-LevelSenior
Tech Stack
NumpyPandasPythonSQL
About the role
- Design and maintain factor-based liquidity and funding stress models
- Integrate market and internal data into real-time capital and liquidity simulations
- Develop and enhance Treasury’s quantitative model library
- Partner with Treasury Product Engineering to deliver transparent dashboards and stress visualizations
- Perform sensitivity and factor attribution analysis
- Document, validate, and communicate models to senior leadership and external partners
- Collaborate cross-functionally with Data, Product, and Finance teams
Requirements
- Bachelor’s or Master’s degree in a quantitative discipline (Finance, Financial Engineering, Applied Math, Physics, or related)
- 6–10 years of experience in treasury, liquidity risk, capital risk modeling, or market risk
- Strong Python programming skills (NumPy, Pandas, SciPy, Monte Carlo simulation engines)
- Working knowledge of SQL
- Demonstrated experience building liquidity or funding stress test frameworks and factor-based capital models
Benefits
- Health insurance
- 401(k) matching
- Bonus program
- Equity program
- Wellness allowance
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
PythonNumPyPandasSciPyMonte Carlo simulationSQLliquidity risk modelingcapital risk modelingmarket risk modelingfactor-based capital models
Soft skills
communicationcollaborationdocumentationvalidationsensitivity analysisfactor attribution analysis
