Quant Risk
SwissBorg helps users invest in cryptocurrencies with tools that provide best execution prices, yield opportunities, and portfolio management.
Maintainer signals as of 8/23/2026
Funding history
About SwissBorg
SwissBorg provides a cryptocurrency investment platform with tools for efficient wealth management. The application connects to multiple exchanges to execute trades at optimal prices and offers yield-generating strategies with tiered risk levels. Users can diversify investments through pre-made Crypto Bundles organized by themes. The platform features the BORG utility token, which provides fee discounts, yield boosts, and governance rights. SwissBorg serves both beginner and experienced investors by making complex cryptocurrency investing accessible through intuitive interfaces and educational resources.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
Build and maintain a low-latency real-time risk engine handling tens of thousands of position updates per second. Develop portfolio risk metrics, Greeks aggregation, correlation models, position limits, margin and liquidation systems, statistical tail-risk models, dashboards, alerting, circuit breakers, and automated kill switches.
Requirements
- 3+ years of experience in quantitative risk, trading systems, or financial engineering.
- Strong foundation in statistics, probability theory, and risk modeling, including VaR, CVaR, expected shortfall, and stress testing.
- Proficiency in Python, NumPy, Pandas, and SciPy for quantitative analysis and backtesting.
- Experience with real-time risk systems processing at least 1000 updates per second with sub-50ms latency.
- Deep understanding of derivatives pricing, perpetual funding rates, mark-to-market, and liquidation mechanics.
- Knowledge of Greeks, correlation matrices, beta hedging, and tail risk.
- Experience with crypto perpetuals, funding rates, cross-margining, and liquidation cascades.
- Familiarity with prediction markets, AMM mechanics, Kelly criterion, and order-book dynamics.
- Time-series analysis experience including GARCH, EWMA, regime detection, and autocorrelation.
- SQL proficiency for risk aggregation queries across millions of position updates.
- Ability to translate complex risk concepts into real-time monitoring systems.
- Understanding of margin calculations, position sizing, and drawdown controls.
Responsibilities
- Support and enhance the real-time risk engine processing 10k+ position updates per second across perpetuals, spots, and prediction markets.
- Design and implement portfolio VaR, stress VaR, expected shortfall, Greeks aggregation, and cross-asset correlation models.
- Build position limit frameworks covering notional, delta, concentration, leverage, and drawdown thresholds.
- Develop statistical models for tail risk, fat-tailed distributions, regime switching, and correlation breakdowns.
- Implement cross-margining, liquidation price, and maintenance margin calculation engines.
- Ensure sub-50ms P99 latency for critical risk calculations with trading infrastructure.
- Create real-time dashboards and alerts for exposure, PnL attribution, limit breaches, and anomalies.
- Backtest risk models against historical liquidation and high-volatility events.
- Design circuit breakers and kill switches for extreme market conditions and system anomalies.
Hiring Process
Submit an application via POST to https://propr.xyz/api/hiring/apply with roleSlug, name, email, LinkedIn link, cover note, exceptional note, Telegram handle, and optional trading terminal UID.
