# Product Manager (Risks) at JustMarkets

Product Manager (Risks) at JustMarkets in Europe. Posted September 4, 2026.

- Company: JustMarkets
- Location: Europe
- Experience: 3+ years
- Posted: 2026-09-04
- Apply: https://job-boards.eu.greenhouse.io/justmarkets/jobs/4961610101
- Source: https://jobmagic.ai/jobs/product-manager-risks-justmarkets-34ygk2

## 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

## Description

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)