Quantitative Risk Analyst
Propr is an onchain proprietary trading firm that funds traders across crypto, equity, commodity, and forex perpetuals, as well as prediction markets. Traders keep 80% of their profits and receive instant USDC payouts.
Funding history
Projects
About Propr
Propr provides funded trading accounts through evaluation challenges, allowing successful traders to access the firm's capital and retain 80% of profits. Its platform supports more than 150 markets, including Hyperliquid perpetuals and Polymarket prediction markets, with transparent execution, onchain USDC payouts, and no time limits. Propr also offers REST API, Python, and JavaScript SDK access for developers, AI agents, trading applications, and products integrating funded capital.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will support and enhance a real-time risk engine for perpetuals, spot assets, and prediction markets. You will design risk metrics and position limits, develop tail-risk and margin models, build monitoring and alerting systems, backtest models, and implement circuit breakers and kill switches for extreme market conditions.
Requirements
- 3+ years of experience in quantitative risk, trading systems, or financial engineering
- Statistics
- Probability theory
- Risk modeling
- Python
- NumPy
- Pandas
- SciPy
- Real-time risk systems
- Derivatives pricing
- Portfolio risk metrics
- Greeks
- Correlation matrices
- Beta hedging
- Tail risk
- Crypto perpetuals
- Prediction markets
- Time-series analysis
- Volatility modeling
- Regime detection
- Autocorrelation
- SQL
- Margin calculations
- Position sizing
- Drawdown controls
Responsibilities
- Support and enhance the real-time risk engine
- Design and implement portfolio VaR, stress VaR, expected shortfall, Greeks aggregation, and cross-asset correlation metrics
- Build position limit frameworks
- Develop statistical models for tail-risk scenarios
- Implement margin calculation engines
- Ensure sub-50ms P99 latency for critical risk calculations
- Create real-time dashboards and alerting systems
- Backtest risk models against historical liquidation events and high-volatility periods
- Design circuit breakers and kill switches
Benefits
- Token or equity incentives
- Relocation assistance
