Quant Risk Analyst
You will design the quantitative models, frameworks, and systems that protect a regulated exchange. You will build margin, stress-testing, default-risk, and real-time monitoring capabilities, translate model outputs into exchange policy, and own risk 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 skills in Python
- Experience with exchange mechanics including 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
- Experience with guarantee fund design or default waterfall mechanics is a plus
- Experience in prediction markets, crypto derivatives, or other non-traditional asset classes is a plus
Benefits
- Equity
- Unlimited PTO
- Full health, vision, and dental coverage
- 401k match
- New MacBook Pro, large display, and accessories