Quant Risk Analyst
PolymarketPrediction Markets company
New York, United StatesSenior
Founders Fund
General Catalyst
Polychain
Intercontinental Exchange
ParaFi
Finance
About the role
TL;DR
Design and implement quantitative risk models and frameworks for a new regulated US exchange.
- •Polymarket is building a regulated US exchange and is hiring a Quant Risk Manager to establish the risk function from the ground up.
- •This role involves designing models, frameworks, and systems to protect the exchange as it launches new derivatives.
- •You will work directly with engineers, product leads, and compliance to translate quantitative risk thinking into real infrastructure, writing code, making policy calls, and owning outcomes across margin design, stress testing, and default risk.
- •Key Responsibilities Build quantitative risk models for perpetuals and commodity derivatives.
- •Design and maintain the exchange's stress testing framework.
- •Develop default risk models for guarantee fund sizing and structure.
- •Partner with engineers to build a real-time risk monitoring platform.
- •Translate risk model outputs into actionable exchange policy.
- •Requirements Hands-on experience managing derivatives or futures risk at an exchange, clearinghouse, or trading firm.
- •Quantitative risk management background with direct ownership of model development.
- •Strong financial modeling skills in Python, writing production-quality code.
- •Comfort working with AI tools across the full development cycle.
- •Deep familiarity with exchange mechanics: order books, market making, margin, liquidation.
Required skills
PythonRisk Management
Domain expertise
cryptofintech
Benefits & perks
Competitive salary & equity, Unlimited PTO, Full Health, Vision, & Dental coverage, 401k match, Hardware setup: new MacBook Pro, big display, & accessories
Tech stack
Python