Market Risk Analyst

April 5

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Wintermute

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Wintermute is one of the largest algorithmic trading firms in digital assets globally, in CeFi, DeFi and OTC

market making • algorithmic trading • cryptocurrency • crypto exchanges • high-frequency making

51 - 200

💰 $20M Series B on 2021-01

Description

• Holistically evaluate positions and design relevant market risk frameworks for scaling up trading across various products. • Review traded market risk data and recommend implementation of new risk limits and controls to senior management and traders to ensure significant risks are mitigated. • Analyse traded volumes vs perpetual futures open interest on various exchanges to determine the impact of adverse market and liquidity risk events and stress test scenarios. • Develop tools for daily monitoring and reporting of various positions traded by the firm, including impacts on VaR limits and relevant stress tests. • Independently review trading limits and parameters to ensure alignment with risk-reward appetite. • Proactively help improve the risk framework across derivatives and spot products. • Analyse market trends, reports, statistics, and relevant documentation, then inform relevant stakeholders as appropriate

Requirements

• Experience in Market Risk Management with relevant responsibilities in a top tier/high-performance financial institution. We are also open to seeing candidates with other risk experience who are willing to transition to market risk. • Deep understanding of OTC trading workflows and the trade life cycle of spot trading and derivatives, including options, CFDs, and NDFs • Experience with the crypto markets is an advantage but not required; you should be able to quickly understand how crypto markets may be different. • Strong commercial acumen that includes the ability to take calculated risks, proactively identify and mitigate risks, develop tailored solutions (vs one size fits all “by the book” approach). • Strong communication skills, the ability to understand when escalation is required. • Entrepreneurial and hands-on attitude, understanding the trade-off between growth and risk. • Strong quantitative skills and being highly confident to work with numbers and large datasets. • Experience with Python for data manipulation, ad hoc analysis, and creating risk metrics is preferred. • Bachelor’s degree in a quantitative or relevant business subject

Benefits

• Working at one of the most innovative trading firms globally. • Engaging projects offering accelerated responsibilities and ownership compared to traditional finance environments. • A vibrant working culture with frequent team meals, holiday celebrations, gaming events, and company-wide outings, including our annual Wintermute weekend getaway. • A Wintermute-inspired office in central London, featuring amenities such as table tennis and foosball, personalized desk configurations, a cozy team breakout area with games and free food. • Great company culture: informal, non-hierarchical, ambitious, highly professional with a startup vibe, collaborative and entrepreneurial. • A performance-based compensation with a significant earning potential alongside standard perks like pension and private Health insurance.