Job Description
Our client is a global leader in institutional digital asset markets. They provide a single point of access for digital asset trading, derivatives, borrowing, lending, custody and prime brokerage services.
They facilitate billions in trades, loans and transactions on a monthly basis, including over $25 billion in 2020 YTD. Our client has a proven track record driving results for some of the largest digital asset-focused hedge funds, quant funds, family offices, VC’s, market makers and exchanges.
Requirements
Our client is expanding to solve some of the toughest challenges in digital asset financial markets.
About This Role – Credit Risk Analyst
Our client is seeking a Credit Risk Analyst with a strong background in counterparty credit risk evaluation, reporting directly to the Head of Risk. The Credit Risk Analyst will focus on determining the creditworthiness of existing and potential clients who transact in lending, OTC and derivatives products. The analyst will be responsible to design, prototype, validate, augment and manage the implementation of credit risk related initiatives.
Primary Responsibilities:
- Analyse credit data and financial information to determine risk
- Augment internal credit risk rating model
- Prepare reports based upon findings to help make decisions on lending/borrowing and creditworthiness
- Assemble and synthesize data needed to run risk management models
- Assist in augmenting Enterprise Risk Management Framework
- Collateral management – tracking movement of collateral, monitoring and issuing margin calls/refunds
- Work closely with Operations on transfers of digital assets and associated collateral
- Liquidity management
- Liaise with internal group on initiatives as necessary
Requirements:
- 5-10 years in credit risk management in capital markets and/or crypto
- Experience in modeling and implementing credit rating models
- Working knowledge of collateral determination and margin call procedures
- Proven track of designing and building risk reports in a real-time setup
- Strong understanding of financial marketsand products
- Experience with SQL and/or Pythonis a plus
Benefits:
- Comprehensive health, vision, dental and FSA benefits
- Flexible time off
We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.
