Kraken is seeking a liquidity & funding stress Quantitative Risk Manager to design, build, and operate the firm’s factor-based liquidity and capital stress testing framework to inform daily liquidity management, capital allocation, and funding strategy
Requirements
- Strong Python programming skills (NumPy, Pandas, SciPy, Monte Carlo simulation engines)
- Working knowledge of SQL
- Demonstrated experience building liquidity or funding stress test frameworks and factor-based capital models
- 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
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
Other
- 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
- Travel requirements not specified
- Must be eligible to work in the United States or United Kingdom
- Kraken considers qualified applicants with criminal histories for employment on our team
