Quantitative Risk Modeling Manager (Fintech)

TL;DR

Quantitative Risk Modeling Manager (Fintech): Designs and architects an automated Global Liquidation Engine to protect the platform during extreme volatility across Spot and Derivatives (Futures, Options) at a global scale. Focus on optimizing for aggregated risk reduction, trade slippage, and liquidity fragmentation across multiple venues simultaneously.

Location: In-person participation is required throughout the year. Team and company-wide offsites are held multiple times annually to foster collaboration, connection, and alignment. Attendance is expected and fully supported.

Salary: $207,485—$244,100 USD

Company

hirify.global's mission is to increase economic freedom in the world, building the emerging onchain platform and the future global financial system.

What you will do

• Design optimal liquidation logic using stochastic control models (adapting Almgren-Chriss frameworks) to determine the optimal trajectory for unwinding distressed portfolios.
• Build "Crisis-Ready" Algos, adapting standard execution benchmarks (VWAP, POV, Implementation Shortfall) for stressed regimes.
• Develop logic to liquidate based on risk sensitivities rather than just line items.
• Design and tune the decision logic for the liquidation lifecycle.
• Collaborate with Exchange Liquidity Managers to estimate order market impact and monitor order book dynamics.
• Produce quantitative evidence and backtesting results to justify execution decisions to regulators and institutional clients.

Requirements

• Education: Ph.D. or Master’s degree in a highly quantitative field (Physics, Mathematics, Statistics, Financial Engineering, or Computer Science).
• Experience: 6+ years (Ph.D) or 8+ years (Master’s degree) of relevant experience.
• Experience in Central Risk Book (CRB) execution trading quant at a Tier 1 Investment Bank, Default Management risk quant at a major Clearing House (CCP) or Prime Broker, or Electronic Market Making.
• Deep understanding of Almgren-Chriss frameworks, Order Book Dynamics (L1-L3 data), and Auction Theory.
• Production-level proficiency in Python.
• Experience deploying quantitative models into production environments and integrating with execution APIs.

Nice to have

• Hands-on experience modeling both Delta-One (Spot/Futures) and Non-Linear (Options/Vol) products.
• Familiarity with modern data pipelines (e.g., Airflow) and real-time data streaming architectures (e.g., Kafka).
• Understanding of specific nuances in crypto market structure (24/7 trading, fragmented liquidity, on-chain vs. off-chain settlement).

Culture & Benefits

• Medical, Dental and Vision Plan with generous employee contributions.
• 401(k) plan with company match.
• Wellness Stipend and Mobile/Internet Reimbursement.
• Generous Time off/Leave Policy and Volunteer Time Off.
• Fertility Counseling and Benefits.
• Option of getting paid in digital currency.