Liquidity & Funding Stress Quantitative Risk Manager

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. The role involves designing stress models, integrating data, enhancing the quantitative model library, partnering with engineering, and performing sensitivity analysis.