Product Manager (Risks)
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Before you apply
LocationEurope
Work moderemote
SeniorityMid
Experience3+ yrs
DepartmentProduct
Company size501–1,000 people
PostedSep 4, 2026 · 2mo ago
Verified live1d ago
At a glanceSummarised by Seekless from the posting.
3+ years of Product Management experience in Risk Tech, Quantitative Trading, Crypto Derivatives Exchanges, or CFD Brokerages
Deep knowledge of financial risk mechanics: Cross/Isolated Margin, Portfolio Margin, A/B/C-book operating models, Net Open Position aggregation, and options risk metrics
Solid understanding of low-latency backend architecture: lock-free concurrency, In-Memory data processing, IPC/Shared Memory, and financial protocols (FIX, WebSocket)
Strong understanding of market microstructure, order book dynamics (L2/L3), matching engine mechanics, and liquidity bridging/routing
Proficiency in quantitative analysis concepts and data architectures: Python/SQL for risk modeling, time-series databases (ClickHouse), and Big Data processing
Academic background in Quantitative Finance, Applied Mathematics, Computer Science, or Financial Engineering
Practical familiarity with low-latency programming languages (C++, Rust, or C#)
Direct experience with crypto-native liquidation mechanisms or options pricing models
Skills
Python
SQL
ClickHouse
C++
Rust
C#
FIX
WebSocket
Benefits
Vacation
Sick leave
Medical insurance
Remote work
Professional education budget
Language learning budget
Wellness budget
About the role
We are looking for a deeply technical and mathematically minded Product Manager to join and help scale our expanding Risk Tech team.
In a high-frequency, high-volume trading platform processing billions in volume across CFD, Crypto Spot, and Derivatives, Risk Tech is both the ultimate line of defense and a core driver of platform stability. As a Product Manager in this domain, you will drive the product strategy for real-time margin engines, exposure aggregation (A/B/C-book), microsecond anti-fraud protection, and portfolio risk management. You will act as the crucial bridge between Quantitative Analysts, Head of Risk & Dealing, and Systems Engineers building lock-free, low-latency backend architectures.
If you thrive at the intersection of quantitative finance, low-latency engineering, and capital protection, this role is for you.
Responsibilities
•
Drive the product vision, technical roadmap, and PRDs for key areas within the Risk Tech domain (Margin Engines, Exposure Management, Anti-Fraud, Derivatives Risk, Stress Testing)
•
Parter with Quants and the Head of Risk & Dealing to translate mathematical risk models (Monte Carlo, VaR, Volatility Surfaces) into deterministic algorithms for high-performance engineering teams
•
Define edge-case handling rules for Black Swan scenarios, exchange de-pegging, and cascading liquidation events
•
Collaborate with Dealing and Trading Ops teams to deliver high-performance internal admin tools, real-time risk monitors, and override APIs
•
Conduct post-incident deep dives following major market movements to continuously optimize risk parameters and engine performance
Requirements
•
3+ years of Product Management experience in Risk Tech, Quantitative Trading, Crypto Derivatives Exchanges, or CFD Brokerages
•
Deep knowledge of financial risk mechanics: Cross/Isolated Margin, Portfolio Margin, A/B/C-book operating models, Net Open Position (NOP) aggregation, and options risk metrics
•
Solid understanding of low-latency backend architecture: lock-free concurrency, In-Memory data processing, IPC/Shared Memory, and financial protocols (FIX, WebSocket)
•
Strong understanding of market microstructure, order book dynamics (L2/L3), matching engine mechanics, and liquidity bridging/routing
Will be a plus
•
Proficiency in quantitative analysis concepts and data architectures: Python/SQL for risk modeling, time-series databases (ClickHouse), and Big Data processing
•
Academic background in Quantitative Finance, Applied Mathematics, Computer Science, or Financial Engineering
•
Practical familiarity with low-latency programming languages (C++, Rust, or C#)
•
Direct experience with crypto-native liquidation mechanisms or options pricing models
We offer
•
20 paid vacation days per year
•
10 paid sick leave days per year
•
Public holidays as per the company’s approved Public holiday list
•
Medical insurance
•
Opportunity to work remotely
•
Professional education budget
•
Language learning budget
•
Wellness budget (gym membership, sports gear and related expenses)