Head of Financial Risk Management - Bitnomial

Amit érdemes tudni

• Remote · Korlátozott
• Távmunka-megjelölés további földrajzi adat nélkül — nem automatikus igen.
• Szint: Lead
• Fizetés: nem közölt

Helyszín és jogosultság

Távmunka-megjelölés további földrajzi adat nélkül — nem automatikus igen.

Remote · United States

Megbízhatóság: 42%. A végső döntés a munkáltatóé – mindig olvasd el az eredeti hirdetést.

Pozíció

BUILDING THE FUTURE OF OPEN FINANCE Payward - the parent company behind Kraken, NinjaTrader, Breakout, xStocks, Payward Services and CF Benchmarks - has spent the last 15 years building one of the most modern and globally accessible financial infrastructure platforms in the industry, built to advance an open, global financial system. Before you apply, we encourage you to explore our culture page https://www.kraken.com/culture to understand what drives us and how we work. THE TEAM We are seeking a seasoned Senior Risk Manager with 10+ years of risk management experience at a CFTC-registered Derivatives Clearing Organization (DCO) to join our risk function. This individual will play a critical role in safeguarding the integrity of our clearinghouse by leading the design, calibration, and ongoing oversight of margin models, stress testing frameworks, and broader market risk methodologies. The successful candidate will work cross-functionally with clearing operations, technology, compliance, and senior leadership to ensure that the DCO’s risk management framework meets the highest regulatory and industry standards. Prior experience at a Futures Commission Merchant (FCM) is strongly preferred and will bring valuable perspective on the participant side of cleared markets. THE OPPORTUNITY - Margin Modeling & Methodology - Ongoing performance monitoring of initial and variation margin models across cleared products, including futures, options, and swaps. - Lead periodic recalibration of margin parameters (lookback windows, volatility scaling, anti-procyclicality measures, liquidity add-ons, concentration charges) and document changes in accordance with the DCO’s model governance framework. - Evaluate and enhance portfolio-based margining methodologies (e.g., SPAN-style, VaR/Expected Shortfall, filtered historical simulation) for accuracy, defensibility, and regulatory compliance. - Conduct back-testing, sensitivity analysis, and model performance reviews; clearly articulate findings to internal stakeholders, the Risk Committee, and regulators. Market Risk & Stress Testing - Design, execute, and continuously refine the DCO’s stress testing program, including historical, hypothetical, and reverse stress scenarios. - Monitor market risk exposures of clearing members and the clearinghouse as a whole, including concentration, wrong-way risk, liquidity risk, and tail-risk exposures. - Assess the adequacy of the default waterfall, guaranty fund sizing, and skin-in-the-ga

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