Republic Technologies (CSE: DOCT)
VP, Market Risk Strategy (Digital Assets & Equities)
Republic Technologies (CSE: DOCT), San Francisco, California, United States, 94199
Role Description
This is a full-time, hybrid position (remote / New York City) for a Vice President in Market Risk Strategy, focused on Digital Assets and Equities Risk. The role will be responsible for developing, implementing, and maintaining quantitative market risk models that support the Company's ETH treasury, validator operations, and structured products. The role involves assessing market risk exposures across digital assets, evaluating volatility and liquidity dynamics, and designing analytics that strengthen the Company's overall risk management framework. Key Responsibilities
Build and enhance risk models, such as Value-at-Risk, stress‑testing frameworks, and scenario analyses, to capture the economic and statistical characteristics of the Company's digital asset and equities‑related exposures. Conduct pricing, exposure, and capital impact analyses; validate risk methodologies; and translate quantitative approaches into production‑ready risk tools and dashboards. Integrate on‑chain datasets, market microstructure data, and real‑time validator and network metrics into comprehensive risk analytics. Collaborate closely with risk, treasury, engineering, and leadership teams to communicate model results, support governance processes, and ensure that quantitative insights effectively inform risk oversight and strategic decision‑making across the organization. Qualifications
Strong quantitative background with a PhD in Physics, Mathematics, Statistics, Engineering, Computer Science, Quantitative Finance, or a related discipline and 5+ years of relevant experience; or a Master’s/Bachelor’s degree with 8+ years of experience in quantitative modeling or market risk. Demonstrated proficiency in mathematical modeling, stochastic processes, numerical methods, and statistical techniques. Strong understanding of market risk models, including VaR, stress testing, scenario design, and sensitivity analysis. Advanced programming skills in Python, C++, or Java, with experience building and testing production‑quality analytics and models. Experience developing or validating pricing or risk models, ideally within markets involving derivatives, volatile assets, or emerging asset classes. Ability to clearly articulate quantitative findings to senior stakeholders and collaborate effectively across divisions. Experience managing or mentoring quantitative teams is preferred. Seniority Level
Executive Employment Type
Full‑time Job Function
Business Development and Sales
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This is a full-time, hybrid position (remote / New York City) for a Vice President in Market Risk Strategy, focused on Digital Assets and Equities Risk. The role will be responsible for developing, implementing, and maintaining quantitative market risk models that support the Company's ETH treasury, validator operations, and structured products. The role involves assessing market risk exposures across digital assets, evaluating volatility and liquidity dynamics, and designing analytics that strengthen the Company's overall risk management framework. Key Responsibilities
Build and enhance risk models, such as Value-at-Risk, stress‑testing frameworks, and scenario analyses, to capture the economic and statistical characteristics of the Company's digital asset and equities‑related exposures. Conduct pricing, exposure, and capital impact analyses; validate risk methodologies; and translate quantitative approaches into production‑ready risk tools and dashboards. Integrate on‑chain datasets, market microstructure data, and real‑time validator and network metrics into comprehensive risk analytics. Collaborate closely with risk, treasury, engineering, and leadership teams to communicate model results, support governance processes, and ensure that quantitative insights effectively inform risk oversight and strategic decision‑making across the organization. Qualifications
Strong quantitative background with a PhD in Physics, Mathematics, Statistics, Engineering, Computer Science, Quantitative Finance, or a related discipline and 5+ years of relevant experience; or a Master’s/Bachelor’s degree with 8+ years of experience in quantitative modeling or market risk. Demonstrated proficiency in mathematical modeling, stochastic processes, numerical methods, and statistical techniques. Strong understanding of market risk models, including VaR, stress testing, scenario design, and sensitivity analysis. Advanced programming skills in Python, C++, or Java, with experience building and testing production‑quality analytics and models. Experience developing or validating pricing or risk models, ideally within markets involving derivatives, volatile assets, or emerging asset classes. Ability to clearly articulate quantitative findings to senior stakeholders and collaborate effectively across divisions. Experience managing or mentoring quantitative teams is preferred. Seniority Level
Executive Employment Type
Full‑time Job Function
Business Development and Sales
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