The Finance team at IFT are seeking a Quantitative Risk Lead to take responsibility for quantifying, tracking and reporting financial risks that the organisation is exposed to. As an ecosystem of Web3 projects, the role will support the material treasury of the entire organisation.
Key responsibilities:
Identifying and quantifying financial and economic risks that the treasury is exposed to
Owning the development and maintenance of quantitative risk models for the treasury (e.g. Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc)
Building the data gathering and risk monitoring infrastructure, including on-chain monitoring of smart contracts
Performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations)
Supporting the build out of an internal quantitative tool stack (e.g. asset models, simulation engines, forecasting and reporting, scenario analysis, etc)
Assisting in the development of dashboards and reports to put quantitative risk information at the center of financial decision making
Must Haves:
Excellent software development skills (ideally, Python- open to other languages), including a strong bias towards automation, documentation and testing
Structure and rigour in their thinking.
Degree in a quantitative discipline (STEM, economics, finance)
Productive while working remotely and autonomously, initially in a risk quant “team of 1”
A strong alignment to our principles: https://status.app
Should Haves:
Deep knowledge of the specific financial and quantitative risks faced by a web3 organisation with a large, on-chain, multi-asset crypto treasury (i.e. must be able to independently identify them, not just quantify the risks that others ask them to)
Previous professional experience with smart contract development
Previous professional experience building similar quantitative risk tech stacks
A security mindset
Nice to Haves:
PhD in a quantitative discipline
Previous experience in a risk quant role within a web3 organisation
Experience working for an open-source organisation
[Don’t worry if you don’t meet all of these criteria, we’d still love to hear from you anyway if you think you’d be a great fit for this role. Just explain to us why in your cover letter].
Hiring process:
Interview with Pepper, from the Talent team
Interview with Adam, IFT Chief Financial Officer
Task
Task presentation with a Software Engineer & Adam
Interview with a Co-Founder
The steps may change along the way if we see it makes sense to adapt the interview stages, so please consider the above as a guideline.
Compensation:
The expected compensation range for this role is $90,000 – $140,000 (negotiable, dependent on how we assess your skills and experience throughout our interview process). We are happy to pay in any mix of fiat/crypto.
$85,000 — $165,000/year
To apply for this job, please visit the application page
