Quant - Risk | Propr.xyz

Propr.xyz is building a cutting-edge operating system for proprietary trading firms, leveraging blockchain technology to enhance efficiency across perpetual futures, prediction markets, and spot assets. We are seeking an exceptional Quant Risk specialist to join our team and help us deploy advanced financial technologies to the world's leading prop firms.

Key responsibilities

• Support and enhance the real-time risk engine processing over 10,000 position updates per second.
• Design and implement sophisticated risk metrics, including portfolio VaR, stress VaR, expected shortfall, and Greeks aggregation.
• Build robust position limit frameworks covering notional caps, delta limits, and leverage constraints.
• Develop statistical models for tail-risk scenarios and implement complex margin calculation engines.
• Create real-time dashboards and alerting systems to monitor exposure, PnL attribution, and anomaly detection.

Requirements

• 3+ years of experience in quantitative risk, trading systems, or financial engineering.
• Strong foundation in statistics, probability theory, and risk modeling techniques.
• Proficiency in Python with NumPy, Pandas, and SciPy for quantitative analysis and backtesting.
• Deep understanding of derivatives pricing, liquidation mechanics, and crypto perpetuals.
• Experience with real-time risk systems requiring high-throughput and low-latency performance.
• SQL proficiency for risk aggregation queries across large datasets.

What we offer

• The opportunity to work on high-impact, real-time financial infrastructure.
• A fully remote working environment within a high-performance, elite team.
• Exposure to the latest developments in blockchain-based trading and prediction markets.
• A fast-paced, intellectually stimulating culture that rewards exceptional talent.