Quant Risk Analyst

Skills

About the Role

Design quantitative risk models, frameworks, and systems for margin, stress testing, default risk, real-time monitoring, exchange policy, regulatory reporting, and capital obligations.

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.

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.

Benefits

• Competitive salary and equity
• Unlimited PTO
• Full health, vision, and dental coverage
• 401k match
• New MacBook Pro, large display, and accessories