Overview
This role focuses on owning quantitative methods that protect the platform from risk while avoiding unnecessary immobilization of capital. You will work directly with the Risk desk, Settlement, Operators, and operations engineering.
Responsibilities
- Own margin and collateral methodology for binary contracts across operators.
- Build stress tests for correlated outcomes, large market volumes, data failures, and counterparty stress.
- Set and review position limits and accountability levels for market makers, maintaining a versioned history.
- Calibrate thresholds that determine how many approvals are required before funds move.
- Translate quantitative risk methodology into specifications engineers can implement.
Requirements
- Quantitative risk experience in an exchange, clearing house, sportsbook, or trading firm.
- Hands-on experience with margin, stress testing, collateral, or credit.
- Strong Python or R skills and SQL, with comfort working with probability and correlated binary outcomes.
- Ability to explain models to non-quantitative leaders and regulatory stakeholders.
- Fluent English and strong written documentation.
Preferred Qualifications
- Experience collaborating across risk, settlement, and engineering teams in a production environment.
Compensation & Benefits
Location