Quantitative Risk Manager - Liquidity

Overview

Job Description

Responsibilities

• - Design and maintain factor-based liquidity and funding stress models to measure the firm''s resilience under market and operational stress events
• - Integrate market and internal data (wallets, exchanges, counterparties, banking flows) into real-time capital and liquidity simulations
• - Develop and enhance Treasury''s quantitative model library, expanding from first-principles liquidity coverage and funding runoff analyses to advanced jump-diffusion, contagion, and regime-switching models as risk management matures
• - Partner with Treasury Product Engineering to deliver transparent, data-driven dashboards and stress visualizations through Kraken''s Capital Management Product
• - Perform sensitivity and factor attribution analysis, explaining how liquidity, counterparty, and funding dynamics impact overall growth capacity and balance-sheet deployment
• - Document, validate, and communicate models to senior leadership, risk committees, and external partners, ensuring consistency with governance and audit standards
• - Collaborate cross-functionally with Data, Product, and Finance to define data quality standards and align Treasury risk factors with enterprise metrics
• - Additional duties and responsibilities as assigned

Required Skills

• - Bachelor''s or Master''s degree in a quantitative discipline (Finance, Financial Engineering, Applied Math, Physics, or related)
• - 6–10 years of experience in treasury, liquidity risk, capital risk modeling, or market risk, preferably within a trading, fintech, or digital-asset environment
• - Strong Python programming skills (NumPy, Pandas, SciPy, Monte Carlo simulation engines) and working knowledge of SQL
• - Demonstrated experience building liquidity or funding stress test frameworks and factor-based capital models

Benefits

• - Bonus program
• - Equity program
• - Wellness allowance
• - Medical, dental, vision and 401(k) [US Only]