Quantitative Risk Analyst — Derivatives & Clearing

📋 Description

• Design, implement, and maintain enterprise-scale risk models for market risk, margin, and exposure
• Build volatility and correlation models for derivatives, calibration and backtesting
• Develop and run stress-testing frameworks: historical scenarios, shocks, reverse stress
• Design auto-liquidation logic: thresholds, waterfalls, safeguards against cascading liquidations
• Use AI tools to accelerate model development; validate AI outputs before deployment
• Monitor production model performance and iterate quickly

🎯 Requirements

• 5–7 years of quantitative risk experience at a clearinghouse, exchange, prime broker, trading firm
• Proven expertise designing and implementing enterprise-scale risk models
• Deep experience modeling volatility, correlation, and option pricing for trad-fi derivatives
• Hands-on experience with market risk modeling, stress testing, and auto-liquidation mechanics
• Expert-level Python (NumPy, pandas, SciPy)
• Advanced degree in a quantitative field (math, stats, physics, financial eng, CS) or equivalent

🎁 Benefits

• Competitive salary & equity
• Unlimited PTO
• Full Health, Vision, and Dental coverage
• 401k match
• Hardware setup: new MacBook Pro, big display, & accessories