Quant Risk Analyst - Derivatives & Clearing

📋 Description

• Design, implement, and maintain enterprise-scale risk models covering market risk, margin, and
• Build volatility and correlation models for derivatives, including calibration, backtesting, and
• Develop and run stress-testing frameworks: historical scenarios, hypothetical shocks, and reverse
• Design and tune auto-liquidation logic — trigger thresholds, liquidation waterfalls, and safeguards
• Use AI tools extensively to accelerate model development, coding, and research — and rigorously
• Monitor model performance in production, investigate breaks, and iterate quickly.

🎯 Requirements

• 5–7 years of quantitative risk experience at a clearinghouse, exchange, prime broker, trading firm
• Proven expertise designing and implementing risk models at enterprise scale — production systems
• Deep experience modeling volatility, correlation, option skews, option pricing and implementing at
• Hands-on experience with market risk modeling, stress testing, and auto-liquidation mechanics in a
• Strong fluency with AI-assisted development and coding, paired with the judgment to pressure-test
• Expert-level Python (numerical stack: NumPy, pandas, SciPy; solid software engineering practices).

🎁 Benefits

• Offers equity