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Altonomy is a trading, advisory and asset management firm specializing in cryptocurrency and digital assets
(more about Altonomy)Portfolio Risk Manager
Position Summary
- Build & enhance in-house systematic portfolio management framework which assesses the exposure & performance of DeFi trading strategies
- Research on and devise systematic portfolio construction methodologies for the department’s trading strategies
- Monitor & manage the risk of different portfolios for the department
- Effectively communicate state of the portfolios and subsequent adjustments to capital/balance sheets to traders and senior management
Experience
- At least 5 years of portfolio risk management and/or trading experience on an algorithmic trading desk
- Experience in the areas of pre-trade covariance metrics, portfolio risk management and correlation calculation between different financial instruments (including but not limited to spot, futures, options, and other derivatives)
- Relevant experience in portfolio & performance analysis, asset allocation, and portfolio construction
- S or Ph.D. degree in Math, Statistics, Physics, or related field
- Ability to write and implement statistical ideas in Python, C++, or related programing languages
- Cryptocurrencies or DeFi experience is a plus
Skills/Abilities
- Ability to work independently on long-term technical problems
- Comfortable working within a collaborative, team-oriented environment
- Strategic thinking and strong analytical problem-solving skills
- The ideal candidate should be highly motivated and have highest level of integrity
- Hard-working and eager to learn in a highly intellectual, innovative environment