Senior Risk Manager

4 days ago


Dubai, Dubai, United Arab Emirates Albany Beck Full time

Direct message the job poster from Albany Beck

Associate Partner - UK & Ireland at Albany Beck

An exciting Risk Management role at the forefront of a digital asset and crypto investment banking industry. Reporting directly to the CRO, take ownership of the end-to-end risk management function, covering market, credit, model, and operational risks. Drive the development and execution of robust quantitative risk frameworks tailored to digital asset trading. Implement methodologies for risk identification, measurement, and mitigation, ensuring a proactive approach to managing exposures. Collaborate with key stakeholders, including trading, technology, and compliance teams, to embed effective risk controls and enhance overall risk governance.

Market & Liquidity Risk

  • Design and implement VaR models, stress-testing methodologies, and liquidity risk indicators for digital assets.
  • Track position limits, market exposures, and concentration risks.
  • Develop liquidation scenarios and analyse potential market impact.

Credit Risk

  • Perform counterparty credit evaluations for clients, trading partners, exchanges, and custodians.
  • Set and oversee credit limits and exposure thresholds.
  • Simulate potential future exposure and settlement risks.
  • Assess and validate trading, pricing, and risk models.
  • Examine model assumptions, constraints, and potential weaknesses.
  • Evaluate model effectiveness under stressed market conditions.

Digital Asset Operational Risk

  • Establish tailored control frameworks for digital asset operations.
  • Analyse risks related to self-custody, DeFi protocols, staking, and exchange security.

Requirements:

  • Significant experience in risk management within financial markets.
  • Proficiency in Python, with hands-on experience in developing risk models.
  • Strong knowledge of market microstructure and derivatives.
  • Prior experience in digital asset trading and operations.
  • Background in crypto trading firms, exchanges, or market-making firms is a strong advantage.
  • Exceptional analytical skills with the ability to work independently.
  • Strong communicator, capable of explaining complex concepts in a clear and concise manner.
Seniority level

Director

Employment type

Full-time

Job function

Finance

Industries

Financial Services and Investment Banking

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