Quantitative Risk Analyst — Derivatives & Clearing

Polymarket is a decentralized information markets platform that lets users bet on the outcome of real-world events.

Series BRecently funded10 current maintainers6 active leads10 lead step-downs6 early lead departuresTeam intelligence

Maintainer signals as of 8/23/2026

1280 Lexington Avenue, New York, USA, United States
About Polymarket

Polymarket is an information markets platform where users can trade on the outcomes of various events, leveraging the power of free markets to forecast the future. It provides a mechanism for users to bet on real-world events and earn money based on the outcomes.

View jobs by Polymarket

Skills

Candidate Availability

Required and preferred rules are kept separate and reflect the wording in the original posting.

About the Role

You will design and implement production risk models covering market risk, margin, counterparty exposure, volatility, correlation, stress testing, and automated liquidation. You will validate models, monitor production performance, collaborate on risk controls, and document assumptions and results to audit-ready standards.

Requirements

  • 5–7 years of quantitative risk experience in clearing, exchange, prime brokerage, trading, or similar environments
  • Experience implementing enterprise-scale production risk models
  • Experience with volatility, correlation, option skew, and option pricing
  • Experience with market risk modeling, stress testing, and auto-liquidation in a clearing context
  • Strong fluency with AI-assisted development and coding
  • Expert-level Python with NumPy, pandas, and SciPy
  • Advanced degree in a quantitative field or equivalent experience
  • Strong foundation in stochastic calculus and linear algebra
  • C# or C++ experience is a plus
  • Familiarity with crypto market structure, perpetuals, or prediction markets is a plus
  • Experience with CCP risk frameworks is a plus
  • Experience building real-time risk systems is a plus

Responsibilities

  • Design and maintain risk models for market risk, margin, and counterparty exposure
  • Build and validate volatility and correlation models for derivatives
  • Develop historical, hypothetical, and reverse stress-testing frameworks
  • Design and tune auto-liquidation logic and safeguards
  • Use AI tools for model development, coding, and research
  • Validate AI-generated models and code against established frameworks
  • Monitor model performance and investigate breaks
  • Embed risk controls into platform architecture
  • Document model assumptions, limitations, and validation results

Benefits

  • Equity
  • Unlimited paid time off
  • Full health, vision, and dental coverage
  • 401k match
  • New MacBook Pro, display, and accessories
Quantitative Risk Analyst — Derivatives & Clearing at Polymarket | JobStash