Quantitative Risk Manager - Liquidity

Kraken

73d

About The Position

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. This role will develop the quantitative backbone of Kraken’s Treasury and Capital Markets function — translating on-chain, exchange, and internal data into actionable stress analytics that inform daily liquidity management, capital allocation, and funding strategy.

Requirements

• 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

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

What This Job Offers