Senior Credit Quantitative Risk Modeler (Remote - USA)
Coinbase has built the world's leading compliant cryptocurrency platform serving over 30 million accounts in more than 100 countries. With multiple successful products, and our vocal advocacy for blockchain technology, we have played a major part in mainstream awareness and adoption of cryptocurrency. We are proud to offer an entire suite of products that are helping build the cryptoeconomy, and increase economic freedom around the world.
There are a few things we look for across all hires we make at Coinbase, regardless of role or team. First, we assess whether a candidate demonstrates our values: Clear Communication, Positive Energy, Efficient Execution, and Continuous Learning. Second, we look for signals that a candidate will thrive in a culture like ours, where we default to trust, embrace feedback, disrupt ourselves, and expect sustained high performance because we play as a championship team. Finally, we seek people with the desire and capacity to build and share expertise in the frontier technologies of crypto and blockchain, in whatever way is most relevant to their role.
Read more about our values and culture here.
The Senior Credit Quantitative Risk Modeler will be based in our New York office and report to the Head of Counterparty and Credit Risk. You will be responsible for recommending, developing and managing quantitative risk models and scenario stress tests for complex credit risks. You will build production quality models to measure volatility, liquidity, and correlation risks across various lending and credit risk products. Working closely with risk professionals and product teams, a key component of this role is the ability to deliver solutions in a dynamic digital asset market environment.
What You'll Be Doing (i.e., Job Duties)
- Develop a credit quantitative risk model approach and build risk simulation models.
- Perform ongoing factor analysis, and construct and calibrate market data.
- Develop scenario stress testing methodologies for firmwide portfolio risks.
- Establish policies for model risk controls.
- Work closely with risk professionals and product teams to explain risks.
What We Look For In You (ie. Job Requirements)
- 10+ years experience in banking or hedge fund risk modeling, statistical modeling, and/or VaR modeling.
- Prior experience in model development, factor analytics and Monte Carlo simulation.
- Solid understanding of capital markets products.
- Excellent written and verbal skills.
- Excellent analytical and quantitative skills, with an advanced degree (Ph.D or MSc) in computational finance, physics, engineering or other quantitative field preferred.