Quant Risk Analyst - Derivatives & Clearing (In-Office NYC)

Unchain Data; New York (NY); Vor Ort; USD 120.000 - 190.000; Vollzeit

Zusammenfassung

Polymarket in New York City is seeking a mid-level quantitative risk analyst to design and implement enterprise-scale risk models at the heart of our clearing operation. You will own models for market risk, volatility, and correlation for derivatives, with robust stress testing and automated liquidation capabilities.

This hands-on role requires building models in production code, using AI tools for development, and rigorous validation against established risk frameworks before deployment.

Qualifikationen

• 5–7 years of quantitative risk experience at a clearinghouse or similar.
• Proven expertise designing enterprise-scale risk models.
• Deep experience modeling volatility, correlation, option pricing for derivatives.
• Hands-on experience with market risk modeling, stress testing, and auto-liquidation.

Aufgaben

• Design, implement, and maintain enterprise-scale risk models for market risk, margin, and counterparty exposure.
• Build volatility and correlation models for derivatives, calibrate and backtest.
• Develop and run stress-testing frameworks: historical, hypothetical, and reverse stress tests.
• Design and tune auto-liquidation logic with safeguards against cascading liquidations.
• Use AI tools to accelerate model development and validation against risk frameworks.
• Monitor model performance in production and iterate fixes.
• Collaborate with engineering, trading, and product teams to embed risk controls.
• Document model assumptions and validation results for audit readiness.

Kenntnisse

Quantitative risk experience

Python programming

AI-assisted development

Statistical modeling

Ausbildung

Advanced degree in quantitative field

Tools

Python numerical stack (NumPy, Pandas, SciPy)

Git

Jobbeschreibung

Polymarket in New York City is seeking a mid-level quantitative risk analyst to design and implement enterprise-scale risk models at the heart of our clearing operation. You will own models for market risk, volatility, and correlation for derivatives, with robust stress testing and automated liquidation capabilities.

This hands-on role requires building models in production code, using AI tools for development, and rigorous validation against established risk frameworks before deployment.