As part of Coinbase’s broader risk management organization, lead the design of Coinbase’s next-generation Global Liquidation Engine.
Manage risk and architect the automated machinery that protects the platform during extreme volatility.
Build the algorithms responsible for liquidating distressed portfolios across Spot and Derivatives (Futures, Options) at a global scale.
Act as the bridge between Financial Risk, Exchange Liquidity, and Engineering.

Education: Ph.D. or Master’s degree in a highly quantitative field (Physics, Mathematics, Statistics, Financial Engineering, or Computer Science).
Experience: 6+ years of relevant experience with a Ph.D from a top program.
8+ years of relevant experience with a Master’s degree.
Industry Background: Experience in one of the following hybrid areas: Central Risk Book (CRB) execution trading quant at a Tier 1 Investment Bank, Default Management risk quant at a major Clearing House (CCP) or Prime Broker, Electronic Market Making with a specific focus on inventory management, liquidation, or risk constraints.
Technical Expertise: Deep understanding of Almgren-Chriss frameworks, Order Book Dynamics (L1-L3 data), and Auction Theory.
Coding & Engineering: Production-level proficiency in Python.
Experience deploying quantitative models into production environments and integrating with execution APIs.
Soft Skills: Proven ability to lead cross-functional projects (Product, Eng, Data Science) and communicate complex technical findings to non-technical stakeholders.

Full time offers from Coinbase also include bonus eligibility + equity eligibility + benefits (including medical, dental, vision and 401(k)).

Quantitative Risk Modeling Manager

Key skills