Head of Financial Risk Management - Bitnomial

📋 Description

• Ongoing performance monitoring of initial and variation margin models across cleared products
• Lead periodic recalibration of margin parameters (lookback windows, volatility scaling
• Evaluate and enhance portfolio-based margining methodologies (e.g., SPAN-style, VaR/Expected
• Conduct back-testing, sensitivity analysis, and model performance reviews; clearly articulate
• Design, execute, and continuously refine the DCO’s stress testing program, including historical
• Monitor market risk exposures of clearing members and the clearinghouse as a whole, including

🎯 Requirements

• Minimum of 10 years of risk management experience at a CFTC-registered DCO, with direct ownership
• Deep, practical knowledge of CFTC regulations, particularly Part 39 DCO Core Principles, and
• Demonstrated expertise in market risk concepts: VaR, Expected Shortfall, scenario analysis
• Foundation in margin model design and validation (SPAN, SPAN 2, historical simulation, parametric
• Hands-on experience designing and executing stress testing programs that meet DCO regulatory
• Bachelor’s degree required in a quantitative discipline (Finance, Economics, Mathematics

🎁 Benefits

• Equal opportunity employer
• Consideration of qualified applicants with criminal histories
• Opportunity to work with a global team
• Application accepted on ongoing basis