Quantitative Risk Analyst (Crypto)

Location: Amsterdam or Limassol

What you will do

• Own independent validation of new trading strategies, document decisions, and define the capital allocation supported by each result.
• Assess statistical robustness, including multiple testing, backtest overfitting, data leakage, and dependence between strategies.
• Develop scalable validation methods for heavy-tailed results, related strategy families, and protected holdout datasets.
• Build live monitoring to identify deviations from backtests, detect performance decay, and trigger strategy reviews or capital reductions.
• Provide volatility, correlation, capacity, and expected shortfall estimates for trading limits, capital allocation, and stress scenarios.
• Evaluate external trading teams and track records, extend the framework across crypto and traditional markets, and write methodology notes and decision reports.

Requirements

• Experience developing and applying statistical validation frameworks for trading strategies.
• Ability to account for multiple testing, backtest overfitting, data leakage, dependence between strategies, heavy-tailed results, and related strategy families.
• Ability to implement analytical workflows with AI coding tools and develop repeatable, automated processes.
• Ability to build live performance monitoring and support evidence-based strategy review and capital decisions.
• Ability to estimate volatility, correlation, capacity, and expected shortfall.
• Ability to communicate methodology and defend analytical conclusions to researchers, engineers, trading desks, and senior stakeholders.

Culture & Benefits

• Hands-on collaboration with researchers, engineers, trading desks, and the Head of Risk & Treasury.
• Work spans crypto, equities, futures, and options markets.