Responsibilities:
- Support and enhance the real-time risk engine processing 10k+ position updates/second across perpetuals, spots, and prediction markets.
- Design and implement risk metrics: portfolio VaR, stress VaR, expected shortfall, Greeks aggregation, cross-asset correlations.
Requirements:
- 3+ years of experience in quantitative risk, trading systems, or financial engineering.
- Strong foundation in statistics, probability theory, and risk modeling (VaR, CVaR, ES, stress testing).
- Proficiency in Python with NumPy, Pandas, SciPy for quantitative analysis and backtesting.
Technical Environment:
- Experience with real-time risk systems processing 1000+ updates/second with <50ms latency.
- Deep understanding of derivatives pricing: perpetual funding rates, mark-to-market, liquidation mechanics.
- SQL proficiency for risk aggregation queries across millions of position updates.
Propr.xyz
Propr.xyz is building a new Operating System for prop firms, leveraging blockchain technology to make them more efficient. It is a fast-paced environment hiring only A-players.