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Market Risk Manager

New York

Title: Market Risk Manager

Location: New York

Level: VP

Wage: $180,000 - $250,000 per year

About us:

Founded in 2013, GSR is a leading market-making and programmatic trading company in the exciting and fast-evolving world of cryptocurrency trading. With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols and exchanges on a daily basis. We build long-term relationships with cryptocurrency communities and traditional investors by offering exceptional service, expertise and trading capabilities tailored to their specific needs.

GSR works with token issuers, traders, investors, miners, and more than 30 cryptocurrency exchanges around the world. In volatile markets we are a trusted partner to crypto native builders and to those exploring the industry for the first time. 

Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the world’s most robust trading platforms designed to navigate issues unique to the digital asset markets. We have continuously improved our technology throughout our history, allowing for our clients to scale and execute their strategies with the highest level of efficiency.

Working at GSR is an opportunity to be deeply embedded in every major sector of the cryptocurrency ecosystem. 

About the role:

We are looking for an experienced Market Risk Manager, to join our global risk on a full-time basis, reporting directly to GSR's Chief Risk Officer. GSR is a leading programmatic trading company in the exciting and fast-evolving world of cryptocurrency trading. You will help to shape and build the firm's risk management ecosystem.

You will be based in the United States with the ability to travel as required.
 
As part of the team, your responsibilities will be:
  • Management and monitoring of market risk limits.
  • Assist in enhancement of risk measurement metrics.
  • Work closely with Traders to enforce the risk policies with respect to exposures, new business and market activity.
  • Assist with vetting large transactions and exposures.
  • Ensuring internal risk controls and external governance policies are being effectively applied.
  • Ensuring that regulatory requirements and standards with respect to risk management are met.

Your profile:
  • Five to ten years experience in a portfolio risk management, quantitative risk management role within a Bank / Hedge Fund / Buy side firm.
  • Experience in Risk profiles for Derivatives.
  • Understanding of VaR and stress testing methodologies.
  • Experience in working cross functionally with Traders, Software Developers, Trading Operations.
  • Comfort working with Python and SQL.
  • Process-Orientated with exceptional analytical attention to detail and technical skills
  • Strong academic background within a quantitative subject (e.g. Financial Engineering, Applied Mathematics, Physics, Computer Science) with an excellent understanding of mathematical finance.
  • Must be a resilient and disciplined self-starter with a significant degree of analytical rigor and attention to detail.
  • A high degree of motivation, adaptability and proactiveness are key success factors for the role.
  • Ability to work autonomously.
  • Experience working in digital assets is an advantage, but not a requirement.

What we offer: 

  • A collaborative and transparent company culture founded on Integrity, Innovation and Performance. 
  • Competitive Salary with two discretionary bonus payments a year.
  • Benefits such as Healthcare, Dental, Vision, Retirement Planning, 30 days holiday and free lunches when in the office. 
  • Regular Town Halls, team lunches and drinks. 
  • A Corporate and Social Responsibility program as well as charity fundraising matching and volunteer days.   

GSR is proudly an Equal Employment Opportunity employer. We do not discriminate based upon any applicable legally protected characteristics such as race, religion, colour, country of origin, sexual orientation, gender, gender identity, gender expression or age. We operate a meritocracy, all aspects of people engagement from the decision to hire or promote as well as our performance management process will be based on the business needs and individual merit, competence in the role. Learn more about us at www.gsr.io.

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