Quantitative Risk Analyst
You will support and enhance a real-time risk engine for perpetuals, spot assets, and prediction markets. You will design risk metrics and position limits, develop tail-risk and margin models, build monitoring and alerting systems, backtest models, and implement circuit breakers and kill switches for extreme market conditions.
Responsibilities
- Support and enhance the real-time risk engine
- Design and implement portfolio VaR, stress VaR, expected shortfall, Greeks aggregation, and cross-asset correlation metrics
- Build position limit frameworks
- Develop statistical models for tail-risk scenarios
- Implement margin calculation engines
- Ensure sub-50ms P99 latency for critical risk calculations
- Create real-time dashboards and alerting systems
- Backtest risk models against historical liquidation events and high-volatility periods
- Design circuit breakers and kill switches
Requirements
- 3+ years of experience in quantitative risk, trading systems, or financial engineering
- Statistics
- Probability theory
- Risk modeling
- Python
- NumPy
- Pandas
- SciPy
- Real-time risk systems
- Derivatives pricing
- Portfolio risk metrics
- Greeks
- Correlation matrices
- Beta hedging
- Tail risk
- Crypto perpetuals
- Prediction markets
- Time-series analysis
- Volatility modeling
- Regime detection
- Autocorrelation
- SQL
- Margin calculations
- Position sizing
- Drawdown controls
Benefits
- Token or equity incentives
- Relocation assistance