USAQuant Risk Analyst
2 нед. назад
USASeniorHybrid
quantitative risk modelingstress testingmargin designdefault risk managementcoding
Build and anchor the risk function for a regulated US exchange, including designing models, frameworks, and systems to protect the exchange.
Обязанности
- is building a regulated US exchange, and we're hiring a Quant Risk Manager to anchor the risk function from the ground up. This is not a maintenance role. You'll be designing the models, frameworks, and systems that protect the exchange as we launch perpetuals and traditional commodity derivatives into a live, fast-moving market.
- The US Exchange team is small and moving quickly. You'll work directly with engineers, product leads, and compliance to translate quantitative risk thinking into real infrastructure. That means writing code, making policy calls, and owning outcomes across margin design, stress testing, and default risk, not handing specs over a wall and waiting.
- This hire matters because the exchange doesn't function safely without it. You'll be the person who decides how we measure and contain exposure, how we protect the guarantee fund, and how we hold up under stress scenarios that no one has fully mapped yet for a market like ours. If you want to build something that doesn't exist yet, this is it.
- Build quantitative risk models for perpetuals and commodity derivatives, covering margin requirements, position limits, and tail risk across normal and stressed market conditions.
- Design and maintain the exchange's stress testing framework, including scenario construction, loss estimation, and regular calibration as market conditions evolve.
- Develop default risk models that determine how the guarantee fund is sized, structured, and triggered in a default event.
- Partner with engineers to build a real-time risk monitoring platform that surfaces exposure, breaches, and anomalies as they happen during live trading.
- Translate risk model outputs into actionable exchange policy, including margin schedules, liquidation logic, and market maker requirements.
- Own CFTC-related risk reporting and capital obligations, working with legal and compliance to ensure the exchange meets its regulatory requirements without flying blind.
- Identify gaps in the current risk architecture and prioritize what gets built next, based on where actual exposure is growing fastest.
Требования
- Hands-on experience managing derivatives or futures risk, either at an exchange, clearinghouse, or trading firm where real money was on the line.
- Quantitative risk management background with direct ownership of model development, not just consumption of outputs from a research team.
- Strong financial modeling skills in Python. You write clean, production-quality code and move fast.
- Comfort working with AI tools across the full development cycle. You use them to ship better work faster, not as a shortcut around understanding.
- Deep familiarity with exchange mechanics: order books, market making dynamics, margin and collateral management, position limits, and liquidation.
- Working knowledge of CFTC regulations for designated contract markets, including reporting requirements, capital rules, and conduct standards.
- Ability to operate without a large team behind you. You can scope a problem, build a solution, and defend your assumptions to stakeholders who will push back.
- (Plus) Experience with guarantee fund design or default waterfall mechanics at a clearing organization.
- (Plus) Background in prediction markets, crypto derivatives, or other non-traditional asset classes where standard risk frameworks needed to be adapted.
- (Plus) Prior experience standing up a risk function or platform from scratch, not just inheriting one.
Условия
- Competitive salary & equity
- Unlimited PTO
- Full Health, Vision, & Dental coverage
- 401k match
- Hardware setup: new MacBook Pro, big display, & accessories
Другое
- is the world's largest prediction market platform. We enable individuals to express views on real-world events by trading on outcomes across politics, economics, sports, culture, and current affairs. Built as a peer-to-peer marketplace with no centralized "house," aggregates diverse opinions into transparent, market-based probabilities that reflect collective expectations about the future.
- We're growing fast, both in terms of volume ($21B traded in 2025) and adoption as an alternative news source. Our ambition is to become a ubiquitous beacon of truth in global media and we need your help adding fuel to the fire.