Quant Risk Analyst
Design quantitative risk models, frameworks, and systems for margin, stress testing, default risk, real-time monitoring, exchange policy, regulatory reporting, and capital obligations.
Responsibilities
- Build quantitative risk models for perpetuals and commodity derivatives.
- Design and maintain the exchange stress-testing framework.
- Develop default-risk models for guarantee-fund sizing and triggers.
- Partner with engineers to build real-time risk monitoring.
- Translate risk-model outputs into margin, liquidation, and market-maker policies.
- Own CFTC-related risk reporting and capital obligations.
- Identify gaps in the risk architecture and prioritize future work.
Requirements
- Hands-on experience managing derivatives or futures risk at an exchange, clearinghouse, or trading firm.
- Quantitative risk management experience with direct ownership of model development.
- Strong financial modeling and production-quality Python skills.
- Comfort working with AI tools across the full development cycle.
- Deep familiarity with order books, market making, margin, collateral, position limits, and liquidation.
- Working knowledge of CFTC regulations for designated contract markets.
- Ability to scope problems, build solutions, and defend assumptions.
- Guarantee-fund or default-waterfall experience is a plus.
- Prediction markets, crypto derivatives, or other non-traditional asset-class experience is a plus.
- Experience standing up a risk function or platform from scratch is a plus.
Benefits
- Competitive salary and equity
- Unlimited PTO
- Full health, vision, and dental coverage
- 401k match
- New MacBook Pro, large display, and accessories