The ad says“Advanced Risk Modelling & Metrics: Define and implement advanced risk metrics (VaR, Expected Shortfall, stress scenarios, liquidity-adjusted risk, concentration risk) and ensure their consistent application across trading, treasury and investment activities”
The ad says“Quantitative Risk Expertise: Strong foundation in quantitative risk management, including hands-on experience with market risk, credit risk and liquidity risk modelling, ideally aligned with frameworks such as those presented in Quantitative Risk Management (McNeil, Frey, Embrechts)”
The ad says“Modelling & Analytical Skills: Demonstrated ability to design and implement risk models, including tail risk estimation, scenario analysis, stress testing frameworks and dependence modelling across asset classes”
The ad says“Advanced Risk Modelling & Metrics: Define and implement advanced risk metrics (VaR, Expected Shortfall, stress scenarios, liquidity-adjusted risk, concentration risk) and ensure their consistent application across trading, treasury and investment activities”
The ad says“Quantitative Risk Expertise: Strong foundation in quantitative risk management, including hands-on experience with market risk, credit risk and liquidity risk modelling, ideally aligned with frameworks such as those presented in Quantitative Risk Management (McNeil, Frey, Embrechts)”
The ad says“Advanced Risk Modelling & Metrics: Define and implement advanced risk metrics (VaR, Expected Shortfall, stress scenarios, liquidity-adjusted risk, concentration risk) and ensure their consistent application across trading, treasury and investment activities”
The ad says“Quantitative Risk Expertise: Strong foundation in quantitative risk management, including hands-on experience with market risk, credit risk and liquidity risk modelling, ideally aligned with frameworks such as those presented in Quantitative Risk Management (McNeil, Frey, Embrechts)”
The ad says“Crypto-Specific Risk Understanding: Practical knowledge of crypto-specific risks, including exchange/custodian risk, smart contract risk, protocol risk, funding/basis dynamics and collateral management in both centralized and decentralized environments”
The ad says“Quantitative Risk Expertise: Strong foundation in quantitative risk management, including hands-on experience with market risk, credit risk and liquidity risk modelling, ideally aligned with frameworks such as those presented in Quantitative Risk Management (McNeil, Frey, Embrechts)”
The ad says“Firm-wide Risk System Architecture: Co-design and implement the Firm-wide risk management system in close collaboration with the COO and CIO, including data architecture, risk aggregation layers, real-time monitoring capabilities and reporting infrastructure across all business lines”
The ad says“Modelling & Analytical Skills: Demonstrated ability to design and implement risk models, including tail risk estimation, scenario analysis, stress testing frameworks and dependence modelling across asset classes”
The ad says“Crypto-Specific Risk Understanding: Practical knowledge of crypto-specific risks, including exchange/custodian risk, smart contract risk, protocol risk, funding/basis dynamics and collateral management in both centralized and decentralized environments”
The ad says“Modelling & Analytical Skills: Demonstrated ability to design and implement risk models, including tail risk estimation, scenario analysis, stress testing frameworks and dependence modelling across asset classes”
The ad says“Modelling & Analytical Skills: Demonstrated ability to design and implement risk models, including tail risk estimation, scenario analysis, stress testing frameworks and dependence modelling across asset classes”
The ad says“Advanced Risk Modelling & Metrics: Define and implement advanced risk metrics (VaR, Expected Shortfall, stress scenarios, liquidity-adjusted risk, concentration risk) and ensure their consistent application across trading, treasury and investment activities”
We are seeking a Head of Risk to own and develop the Firm’s risk function end-to-end. This is a senior leadership role with direct accountability for the design, implementation and enforcement of a Firm-wide risk framework across all activities
Quantitative Risk Expertise: Strong foundation in quantitative risk management, including hands-on experience with market risk, credit risk and liquidity risk modelling, ideally aligned with frameworks such as those presented in Quantitative Risk Management (McNeil, Frey, Embrechts)
Modelling & Analytical Skills: Demonstrated ability to design and implement risk models, including tail risk estimation, scenario analysis, stress testing frameworks and dependence modelling across asset classes
System Design & Cross-Functional Leadership: Proven experience in designing or co-designing firm-wide risk systems, working closely with technology (CIO) and operations (COO) to translate risk requirements into scalable infrastructure
TradFi + Crypto Hybrid Experience: Experience operating at the intersection of traditional financial markets and digital assets (CeFi and/or DeFi), with a strong understanding of differences in market structure, risk transmission and infrastructure
Crypto-Specific Risk Understanding: Practical knowledge of crypto-specific risks, including exchange/custodian risk, smart contract risk, protocol risk, funding/basis dynamics and collateral management in both centralized and decentralized environments
Quantitative Risk Framework: Develop and maintain a quantitative risk framework grounded in modern risk theory (e.g. market, credit, liquidity and systemic risk modelling), leveraging concepts such as tail risk, extreme value theory, dependence structures and stress testing
Firm-wide Risk System Architecture: Co-design and implement the Firm-wide risk management system in close collaboration with the COO and CIO, including data architecture, risk aggregation layers, real-time monitoring capabilities and reporting infrastructure across all business lines
Cross-Asset & Cross-Infrastructure Risk Integration: Build an integrated risk view across centralized and decentralized venues, covering exchange risk, counterparty risk, smart contract risk, collateral efficiency and liquidity fragmentation
Advanced Risk Modelling & Metrics: Define and implement advanced risk metrics (VaR, Expected Shortfall, stress scenarios, liquidity-adjusted risk, concentration risk) and ensure their consistent application across trading, treasury and investment activities
Is plus: TradFi ↔ Crypto Risk Translation: Translate traditional financial risk methodologies into crypto-native environments, adapting models to account for 24/7 markets, fragmented liquidity, funding dynamics, on-chain transparency and new failure modes (e.g. oracle risk, protocol risk)
Benefits
Flexible working hours
Opportunity to work remotely
Stock options from the first year
Thriving and multicultural environment
Regular team building activities
Preferred experience
The role requires strong quantitative risk expertise and the ability to apply rigorous methodologies to complex, real-time markets across both traditional finance and digital assets
TradFi + Crypto Hybrid Experience: Experience operating at the intersection of traditional financial markets and digital assets (CeFi and/or DeFi), with a strong understanding of differences in market structure, risk transmission and infrastructure
Modelling & Analytical Skills: Demonstrated ability to design and implement risk models, including tail risk estimation, scenario analysis, stress testing frameworks and dependence modelling across asset classes
System Design & Cross-Functional Leadership: Proven experience in designing or co-designing firm-wide risk systems, working closely with technology (CIO) and operations (COO) to translate risk requirements into scalable infrastructure
Crypto-Specific Risk Understanding: Practical knowledge of crypto-specific risks, including exchange/custodian risk, smart contract risk, protocol risk, funding/basis dynamics and collateral management in both centralized and decentralized environments
Quantitative Risk Expertise: Strong foundation in quantitative risk management, including hands-on experience with market risk, credit risk and liquidity risk modelling, ideally aligned with frameworks such as those presented in Quantitative Risk Management (McNeil, Frey, Embrechts)
The candidate reports to the COO but this is not a reporting role, but a quantitative risk management system-building role
Strong drive and proactivity to continuously strengthen the risk management in a fast-growing financial institution
We look for self-aware candidates who bring both the core skills required for the role and a deep alignment with our performance principles
We seek fiercely passionate, mission-driven people who communicate with purpose and practice proactive ownership
The perfect fit? A crypto enthusiast who prioritizes mission over ego, maintains a commercial mindset, and delivers long-term value through pragmatic flexibility
