The Finance team at IFT are seeking a Quantitative Risk Lead to take responsibility for quantifying, tracking and reporting financial risks that the organisation is exposed to. As an ecosystem of Web3 projects, the role will support the material treasury of the entire organisation.
Key responsibilities:
Identifying and quantifying financial and economic risks that the treasury is exposed to
Owning the development and maintenance of quantitative risk models for the treasury (e.g. Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc)
Building the data gathering and risk monitoring infrastructure, including on-chain monitoring of smart contracts
Performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations)
Supporting the build out of an internal quantitative tool stack (e.g. asset models, simulation engines, forecasting and reporting, scenari
Apply now and work remotely at IFT