Quant Risk Analyst, Derivatives & Clearing — NYC In-Office

Polymarket; New York (NY); Vor Ort; USD 120.000 - 180.000; Vollzeit

Zusammenfassung

Polymarket, the world’s largest prediction market platform, 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 of derivatives, stress testing, and automated liquidation, while leveraging AI tools for development and research in a production setting.

This hands-on role requires building models in code, validating outputs against established

Qualifikationen

• 5–7 years of quantitative risk experience at a clearinghouse, exchange, prime broker, trading firm, or similar.
• Proven expertise designing and implementing risk models at enterprise scale — production systems.
• Deep experience modeling volatility, correlation, option skews, option pricing for trad‑fi derivatives.
• Hands‑on experience with market risk modeling, stress testing, and auto‑liquidation mechanics.

Aufgaben

• Design, implement, and maintain enterprise-scale risk models for market risk, margin, and counterparty exposure.
• Build volatility and correlation models for derivatives, including calibration and backtesting.
• Develop and run stress-testing frameworks: historical scenarios and hypothetical shocks.
• Design and tune auto-liquidation logic with safeguards against cascading liquidations.
• Use AI tools to accelerate model development and validate AI outputs against risk models before deployment.
• Monitor model performance in production and iterate quickly.
• Collaborate with engineering, trading, and product teams to embed risk controls.
• Document model assumptions and validation results for auditability.

Kenntnisse

Python

NumPy

pandas

SciPy

Risk modeling

AI tooling

Ausbildung

Advanced degree

Tools

C++

C#

Jobbeschreibung

Polymarket, the world’s largest prediction market platform, 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 of derivatives, stress testing, and automated liquidation, while leveraging AI tools for development and research in a production setting.

This hands-on role requires building models in code, validating outputs against established