Binance is hiring a Quantitative Risk, Derivatives professional to strengthen our risk management framework for our derivatives products. This is a remote role designed to operate primarily within the European timezone.
What You'll Do
- Develop, implement, and validate quantitative models for derivatives risk measurement
- Monitor real-time risk exposures across derivatives products and trading activity
- Analyze market data to identify, assess, and report on emerging risk factors
- Collaborate with trading, engineering, and product teams to integrate risk controls
- Contribute to the continuous improvement of risk methodologies and stress testing frameworks
What We're Looking For
- Proven experience in a quantitative risk role focused on derivatives (options, futures, swaps)
- Strong background in mathematical finance, statistics, and stochastic calculus
- Expertise in programming for quantitative analysis (e.g., Python, R, C++)
- Deep understanding of derivatives pricing models, Greeks, and market risk metrics (VaR, Expected Shortfall)
- Ability to communicate complex quantitative concepts clearly to diverse stakeholders
Work Mode
This is a fully remote position. Candidates must be located and able to work core hours within the European timezone.
Binance is an equal opportunity employer.
