Full Time

Executive Director of Quantitative Crypto-Liquidity Dynamics

  • Remote
  • Specialism : Executive Director of Quantitative Crypto-Liquidity Dynamics
  • Post Date: October 28, 2025
  • Expires In : 92 Days
  • Apply Before: January 28, 2026
Job Overview

Executive Director of Quantitative Crypto-Liquidity Dynamics — Saudi Arabia

Location: Remote (Saudi Arabia / GCC)

Employment Type: Executive-Level, Remote

Discipline: Quantitative Finance, Tokenized Asset Risk, Multi-Chain Liquidity Systems

Role Overview

As the Remote Executive Director of Quantitative Crypto-Liquidity Dynamics, you will architect, implement, and oversee mathematically-grounded frameworks governing tokenized asset flows across multi-chain ecosystems. Your work will directly influence systemic stability, cross-chain liquidity resilience, and regulatory-aligned asset orchestration within the Saudi and broader GCC fintech landscape.

The position requires designing high-dimensional liquidity tensors, stochastic volatility models, and risk diffusion processes that translate complex blockchain and crypto-market phenomena into computationally tractable frameworks. You will combine expertise in stochastic differential equations (SDEs), Monte Carlo simulations, convex optimization, and tensor algebra to ensure liquidity equilibrium and prevent systemic contagion.

Your role merges deep mathematical reasoning with operational insight — bridging quantitative finance, algorithmic governance, and distributed ledger architecture. You will be responsible for translating high-level mathematical constructs into executable strategies compatible with Saudi Central Bank fintech regulations and multi-jurisdictional digital asset policies.


Key Responsibilities

  1. Quantitative Model Development

    • Design and calibrate multi-chain liquidity tensors Lijk(t)L_{ijk}(t) capturing cross-asset correlations, transaction velocity, and settlement risk.

    • Model liquidity stress propagation via stochastic differential equations (SDEs) of the form:

      dLijk(t)=μijk(t)dt+σijk(t)dWtdL_{ijk}(t) = \mu_{ijk}(t) dt + \sigma_{ijk}(t) dW_t

      where μijk\mu_{ijk} represents deterministic liquidity drift, σijk\sigma_{ijk} the volatility coefficient, and dWtdW_t the multi-dimensional Wiener process.

  2. Risk Diffusion & Contagion Analysis

    • Construct Bayesian network models to quantify cross-chain exposure, inter-token dependency, and contagion probability.

    • Apply copula-based multivariate distributions to simulate extreme liquidity events under regulatory and market stress scenarios.

  3. Algorithmic Liquidity Optimization

    • Implement convex optimization and linear programming frameworks to maximize net liquidity across pools while minimizing systemic risk.

    • Leverage gradient-based reinforcement learning controllers to dynamically reallocate assets, stabilizing liquidity tensors over time.

  4. Blockchain & Multi-Chain Integration

    • Architect interoperable smart contract frameworks with mathematically provable properties, ensuring settlement fidelity, atomic swaps, and cross-chain transaction integrity.

    • Apply algebraic graph theory to model network flows, detect structural fragility, and maintain decentralized robustness.

  5. Regulatory Alignment & Strategic Reporting

    • Translate complex mathematical models into actionable metrics and reports compatible with Saudi Central Bank and GCC regulatory requirements.

    • Collaborate with compliance, strategy, and risk teams to ensure mathematically validated governance of digital assets.


Candidate Profile

  • PhD or equivalent in Mathematical Finance, Computational Economics, or Quantitative Systems Engineering.

  • Minimum 10 years in crypto quantitative analysis, blockchain risk modeling, or digital asset portfolio management.

  • Deep knowledge of stochastic calculus, tensor algebra, Monte Carlo simulations, and convex optimization.

  • Experience in Python, Julia, or Rust for high-performance quantitative computation.

  • Familiarity with GCC digital asset regulations and cross-border fintech operations.

Exceptional Candidates Will Demonstrate:

  • Mastery of systemic risk diffusion modeling and cross-chain liquidity stress testing.

  • Ability to translate mathematically dense models into actionable executive-level insights.

  • Proven record in designing tokenized liquidity frameworks that are both mathematically robust and operationally feasible.


Strategic Impact

This executive position will allow you to shape the mathematical architecture of the GCC crypto economy, translating abstract models into real-world liquidity stability mechanisms. You will directly influence the evolution of Saudi Arabia’s digital asset markets and contribute to the design of resilient, scalable, and mathematically verifiable token ecosystems.

Are you excited about this opportunity?

Don’t miss the chance to make a difference in the fintech and FX industry!

👉 Apply now by clicking on the “Apply Now” button below.

Let’s shape the future of finance together!

#EmploySolutionJobs #FXCareers
#MiddleEastJobs #UAEFinance 
#NowHiring #FinancialServices #FXIndustry.

Quick Job application form

Translate »
Select your currency