Quantitative Risk Manager - Liquidity - Remote

Overview

As a fully remote company, Kraken is seeking a liquidity & funding stress Quantitative Risk Manager to design, build, and operate the firm’s factor-based liquidity and capital stress testing framework.

In Short

• Design and maintain factor-based liquidity and funding stress models.
• Integrate market and internal data into real-time capital and liquidity simulations.
• Develop and enhance Treasury’s quantitative model library.
• Partner with Treasury Product Engineering to deliver data-driven dashboards.
• Perform sensitivity and factor attribution analysis.
• Document and communicate models to senior leadership.
• Collaborate cross-functionally with Data, Product, and Finance.
• Additional duties and responsibilities as assigned.

Requirements

• Bachelor’s or Master’s degree in a quantitative discipline.
• 6–10 years of experience in treasury, liquidity risk, or capital risk modeling.
• Strong Python programming skills and working knowledge of SQL.
• Experience building liquidity or funding stress test frameworks.

Benefits

• Fully remote work environment.
• Work with a diverse team across 70+ countries.
• Opportunity to contribute to the future of crypto.
• Access to industry-leading security and client support.
• Engagement in a mission-focused company culture.