Senior Risk & Margin Architect (Derivatives)

Kalshi; New York (NY); Vor Ort; USD 200.000 - 250.000; Vollzeit

Zusammenfassung

Kalshi is seeking a senior risk leader in New York City to build and refine margin, stress testing, and regulatory risk processes for Kalshi Prime. You will own the margin methodology, monitor exposure, and develop scenarios to size potential shortfalls while maintaining alignment with CFTC requirements.

You will also expand into collateral, residual interest, and governance, partnering with compliance and finance to report risk metrics and support new product launches.

Qualifikationen

• Direct experience managing a risk function at an FCM; absent that, CFTC Swap Dealer risk experience is the next closest fit
• 4-7 years of experience minimum with a track record as a decision-maker and approver in a risk function
• Deep fluency in risk and margin models, with the ability to build them yourself
• Strong grounding in derivatives and financial markets, comfortable working with concepts like VaR
• Ability to independently build risk scenarios and forecasts, like modeling residual interest
• Working knowledge of the relevant regulatory landscape, or the ability to get up to speed on it fast
• Technically savvy and self-sufficient, comfortable building your own tools rather than waiting on others
• Strong multitasking ability across risk, financial markets, and operational demands

Aufgaben

• Own and continuously refine Kalshi Prime's margin methodology so required margin reflects actual position risk
• Monitor customer positions and concentration in real time, setting house margin above exchange minimums where risk calls for it
• Build and run stress tests modeling how customer portfolios hold up under extreme market moves, sizing potential shortfalls against margin on file
• Backtest models against historical price action and maintain a live set of tail-risk scenarios as market conditions shift
• Own the residual interest calculation and process, ensuring the firm's capital contribution to segregated customer funds meets CFTC requirements
• Monitor net capital and segregated funds compliance, partnering with compliance and finance on regulatory risk reporting
• Maintain the playbook for an actual customer default, improving auto-liquidation logic and thresholds for manual intervention
• Prepare risk materials for the Risk Management Committee and assess new products and markets for margin parameters before launch

Kenntnisse

Risk management

Derivatives knowledge

Margin models

Regulatory knowledge

Stress testing

Jobbeschreibung

Kalshi is seeking a senior risk leader in New York City to build and refine margin, stress testing, and regulatory risk processes for Kalshi Prime. You will own the margin methodology, monitor exposure, and develop scenarios to size potential shortfalls while maintaining alignment with CFTC requirements.

You will also expand into collateral, residual interest, and governance, partnering with compliance and finance to report risk metrics and support new product launches.