Job Description
Full details about the role and requirements
Yukerja Summary
The Quant - Risk | Propr.xyz role at SwissBorg is curated from Himalayas (category Teknologi & IT). This role is marked as remote — check timezone and location requirements on the official listing. Yukerja.com is not the employer — applications are handled on the official source site.
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