Options Portfolio Risk Manager

1 day ago


Singapore Crypto Pro Network Full time

Options Portfolio Risk Manager Re7 Capital is a global cryptoasset investment firm. We operate a range of innovative investment strategies at the frontier of digital assets, supported by proprietary data infrastructure and deep domain expertise. Our team combines experience in institutional finance, crypto-native markets, and advanced analytics. We are looking for an Options Risk Manager who can start on a project based engagement, with the potential to transition into a full-time role. who will play a pivotal role in enhancing our risk framework around crypto options strategies. Embedding yourself at the intersection of trading, quantitative analysis, and risk, you'll ensure that our dynamic options exposures are effectively controlled across market conditions and expansion. Responsibilities: Design and monitor dynamic hedging models for non-linear, volatility-sensitive risks Develop and enforce risk frameworks covering Greeks, P/L sensitivities, and stress tests for extreme markets. Conduct rigorous scenario analyses and 'what-if" simulations to assess portfolio resilience Act as a second pair of eyes on all options trading strategies, independently validating risk exposures and hedging protocols. Collaborate with Portfolio Managers and other team members to ensure strategies align with overall firm risk appetite Monitor margining, liquidations, and crypto-specific liquidity dynamics Build and maintain real-time risk dashboards and associated escalation pathways that clearly communicate key exposures Continuously improve monitoring capabilities including participation in post-mortems after stress events to refine risk protocols and improve system resilience Requirements: Deep options expertise: Strong grasp of Greek sensitivities (delta, gamma, vega, theta) and their behaviour in stressed, volatile markets, alongside a deep understanding of dynamic hedging Intimate knowledge of the crypto-derivatives ecosystem, including Deribit margining, liquidation mechanics and liquidity quirks vs traditional markets Excellent stress testing & scenario-analysis skills: Able to run ‘what if’ scenarios and assess tail risks Familiarity with crypto options strategies - including volatility arbitrage, market-neutral strategies, structures Familiarity with crypto portfolio management tools like Haruko Flexibility to support dynamic business require Benefits: Remote-first set up with carte blanche to grow the business together A dynamic, low-ego and collaborative work environment Opportunities for professional growth and development in the rapidly evolving and dynamic industry Competitive package Listed in: Crypto Jobs, Trading Web3 Jobs, Remote Web3 Jobs, DeFi Web3 Jobs, Web3 Crypto Jobs #J-18808-Ljbffr


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