Product Manager, Portfolio Margin and Risk (Fintech)
Мэтч & Сопровод
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Описание вакансии
TL;DR
Product Manager, Portfolio Margin and Risk (Fintech): Designing and evolving a portfolio-based margin system for multi-asset trading platforms with an accent on capital efficiency, risk-based margin calculation, and real-time scalability. Focus on architecting pre-trade buying power logic, implementing VaR/Expected Shortfall, and integrating AI tools into the product development lifecycle.
Location: Hybrid in New York, NY
Salary: $250,000 - $270,000 USD
Company
is a global leader in digital assets and data center infrastructure, operating at the intersection of finance and technology to build the future of Web3 and AI.
What you will do
- Design and evolve a portfolio-based margin system spanning spot, futures, options, swaps, and structured derivatives.
- Implement portfolio-level offsets, liquidity haircuts, and operationalize VaR and Expected Shortfall.
- Architect systems for pre-trade buying power estimation and real-time margin utilization tools for traders and clients.
- Design real-time risk views, event-driven recalculation frameworks, and liquidation workflows.
- Drive the integration of margin engines with pricing, P&L, booking, and treasury systems.
- Champion the adoption of generative AI to accelerate prototyping, research, and documentation cycles.
Requirements
- 7+ years of experience in trading product, margin, derivatives, or risk systems across TradFi and crypto/fintech.
- Quantitative fluency in portfolio margin, VaR/ES, scenarios, correlations, stress tests, and Greeks.
- Deep understanding of instrument modeling, position aggregation, and real-time risk/margin engines.
- Proven ability to use AI daily for research, prototyping, and solution design.
- Must be based in New York, NY for a hybrid work arrangement.
Nice to have
- Experience building margin systems at a clearinghouse, exchange, or prime broker.
- Direct exposure to SPAN, TIMS, or cross-margin frameworks across asset classes.
- Knowledge of FIX, WebSocket, REST APIs, and market data normalization.
- Familiarity with ISDA/CSA and collateral mechanics.
- Experience with crypto-native derivatives and real-time liquidation.
Culture & Benefits
- Competitive base salary and discretionary bonus.
- Hybrid/Flexible working arrangements.
- Flexible paid time off.
- 3% 401(k) company contribution and comprehensive health benefits.
- Free daily snacks, weekly breakfasts/lunches, and virtual coaching via Headspace.
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