Deskripsi Pekerjaan
Informasi lengkap tentang posisi dan persyaratan
Ringkasan Yukerja
Lowongan Quant - Risk | Propr.xyz di SwissBorg kami kurasi dari Himalayas (kategori Teknologi & IT). Posisi ini ditandai sebagai remote — pastikan timezone dan syarat lokasi kandidat di deskripsi resmi. Yukerja.com bukan pemberi kerja — lamaran diproses di situs sumber resmi.
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.
- Build position limit frameworks: notional caps, delta limits, concentration limits, leverage constraints, drawdown thresholds.
- Develop statistical models for tail-risk scenarios: fat-tailed distributions, regime switching, correlation breakdowns.
- Implement margin calculation engines: cross-margining logic, liquidation price models, maintenance margin monitoring.
- Work closely with trading infrastructure team to ensure