{"id":3542648,"url":"https://alion.io/job/polymarket-quant-risk-analyst-derivatives-clearing","title":"Quant Risk Analyst - Derivatives & Clearing","company":{"id":604,"name":"Polymarket","domain":"polymarket.com","url":"https://alion.io/company/polymarket","size_band":"51-200","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Ashby","truth_index":{"grade":"C","score":69,"open_postings":4,"ghost_share":0.25,"stale_share":0.5,"repost_share":0.25,"time_to_fill_p50_days":52,"computed_at":"2026-11-08T05:47:12Z"}},"role":"Finance","role_family":"Finance","seniority":"senior","employment_type":"full_time","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["New York, United States"],"countries":["US"],"hiring_countries":[],"hiring_countries_total":0,"salary":{"min":400000,"max":450000,"currency":"USD","period":"year","gross":null,"usd_annual":450000},"salary_estimate":null,"experience_years_min":5,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"NumPy","optional":false},{"name":"Python","optional":false},{"name":"SciPy","optional":false},{"name":"C#","optional":true},{"name":"C++","optional":true}],"status":"live","first_seen_at":"2026-10-30T15:20:49Z","employer_posted_date":"2026-10-30","last_verified_at":"2026-11-09T04:28:37Z","board_verified":true,"closed_at":null,"days_open":9,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":9},"description":"About Polymarket\nPolymarket is the world's largest prediction market platform, where people trade on the outcomes of real-world events. As our markets, volumes, and derivative product suite grow, so does the sophistication of the risk infrastructure behind them. Our clearing and risk systems must operate with the rigor of a traditional clearinghouse while moving at the speed of a crypto-native trading platform.\nThe Role\nWe're hiring a mid-level quantitative risk analyst to design and implement enterprise-scale risk models at the heart of our clearing operation. You'll own models for market risk, volatility and correlation of derivatives, stress testing, and automated liquidation - the systems that keep the platform solvent and users protected in fast-moving markets.\nThis is a hands-on role: you'll be building models in production code, not just specifying them. We expect you to work fluently with AI tools for development and research - and to be the skeptic in the room, pressure-testing AI-generated models and code against well-established risk frameworks before anything ships.\nWhat You'll Do\nDesign, implement, and maintain enterprise-scale risk models covering market risk, margin, and counterparty exposure for a clearing organization.\n\nBuild volatility and correlation models for derivatives, including calibration, backtesting, and ongoing model validation.\n\nDevelop and run stress-testing frameworks: historical scenarios, hypothetical shocks, and reverse stress tests.\n\nDesign and tune auto-liquidation logic - trigger thresholds, liquidation waterfalls, and safeguards against cascading liquidations.\n\nUse AI tools extensively to accelerate model development, coding, and research - and rigorously validate AI outputs against established risk models (VaR/ES, SPAN-style margining, GARCH-family volatility models, standard correlation frameworks) before deployment.\n\nMonitor model performance in production, investigate breaks, and iterate quickly.\n\nPartner with engineering, trading, and product teams to embed risk controls into platform architecture.\n\nDocument model assumptions, limitations, and validation results to an audit-ready standard.\n\nWhat We're Looking For\n5-7 years of quantitative risk experience at a clearinghouse, exchange, prime broker, trading firm, or similar.\n\nProven expertise designing and implementing risk models at enterprise scale - production systems, not just research prototypes.\n\nDeep experience modeling volatility, correlation, option skews, option pricing and implementing at scale for trad-fi derivatives, perpetuals, and fully collateralized event contracts.\n\nHands-on experience with market risk modeling, stress testing, and auto-liquidation mechanics in a clearing context.\n\nStrong fluency with AI-assisted development and coding, paired with the judgment to pressure-test AI outputs against well-established risk models and catch what looks plausible but is wrong.\n\nExpert-level Python (numerical stack: NumPy, pandas, SciPy; solid software engineering practices).\n\nAdvanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or equivalent experience.\n\nStrong mathematical foundation in stochastic calculus and linear algebra.\n\nNice to Have\nC# and/or C++ for performance-critical or production systems.\n\nFamiliarity with crypto market structure, perpetuals, or prediction markets.\n\nExperience with CCP risk frameworks (CPMI-IOSCO PFMI, default management, margin methodology).\n\nExperience building real-time risk systems.\n\nLocation & Work Setup\nThis role is based in our New York City office, in person. You'll be working directly alongside the trading, engineering, and risk teams.","description_format":"text","description_chars":3683,"description_truncated":false,"requirements":{"experience_years_min":5,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":null,"security_clearance":false,"languages":[]},"benefits":[],"hiring_locations":[],"hiring_excludes":[],"relocation_offered":false,"industries":["Web3 & dApps","iGaming & Gambling"],"lifecycle":[{"event":"open","at":"2026-10-30T19:45:37Z"}],"visa":[],"liveness":{"score":90,"band":"hot","label":"Hiring now","p_open":1,"p_active":0.903,"p_room":1,"age_days":8,"expected_fill_days":52,"reasons":["conf:1","velocity","win:early"],"computed_at":"2026-11-08T05:47:12Z"},"pay":{"stated_usd_annual":450000,"is_top_pay":true},"html_url":"https://alion.io/job/polymarket-quant-risk-analyst-derivatives-clearing","json_url":"https://alion.io/job/polymarket-quant-risk-analyst-derivatives-clearing.json","meta":{"generated_at":"2026-11-09T05:38:41Z","cache_seconds":300,"methodology":"https://alion.io/methodology","terms":"https://alion.io/terms","contact":"https://alion.io/contact","api":"https://alion.io/developers","about":"Alion is a live layer of people, companies and AI agents: who they are, whether they are real and active right now, what they do and how to work with them, readable by people and by agents and paid per call.","catalog":"https://alion.io/catalog.json","usage":{"tier":"crawler_verified","counted_by":"address","units_charged":1,"used_today":944,"day_limit":null,"remaining_today":null,"minute_limit":300,"resets_at":"2026-11-10T00:00:00Z"}},"offers":[{"id":"company.slices","title":"One company in depth, by slice","status":"live","price":{"credits":0.1,"usd":0.01,"plus_per_slice":{"credits":0.05,"usd":0.005}},"unit":"per company, plus each slice with data","note":"the employer in depth","call":{"mcp_tool":"get_company","arguments":{"id":604},"rest":"https://alion.io/mcp/rest/get_company?id=604"},"human":"https://alion.io/catalog?offer=company.slices&for=job%2Fpolymarket-quant-risk-analyst-derivatives-clearing"},{"id":"market.stats","title":"A market slice: pay, demand and time to fill","status":"live","price":{"credits":2,"usd":0.2},"unit":"per slice","note":"pay, demand and time to fill for this role and place","call":{"mcp_tool":"market_stats"},"human":"https://alion.io/catalog?offer=market.stats&for=job%2Fpolymarket-quant-risk-analyst-derivatives-clearing"},{"id":"job.search","title":"Open jobs by role, technology, place, pay and visa","status":"live","price":{"credits":0.1,"usd":0.01},"unit":"per posting in a list","note":"similar open postings","call":{"mcp_tool":"search_jobs"},"human":"https://alion.io/catalog?offer=job.search&for=job%2Fpolymarket-quant-risk-analyst-derivatives-clearing"},{"id":"company.verify","title":"Is this company real and active right now","status":"pilot","price":null,"unit":"per company","request":{"url":"https://alion.io/catalog/request","method":"POST","body":"{\"offer\": \"company.verify\", \"for\": \"job/polymarket-quant-risk-analyst-derivatives-clearing\", \"note\": \"what you need it for\"}"},"human":"https://alion.io/catalog?offer=company.verify&for=job%2Fpolymarket-quant-risk-analyst-derivatives-clearing"}],"agent":{"mcp":"https://alion.io/mcp/jobs","mcp_open":"https://alion.io/mcp/open","next":[{"tool":"get_job","arguments":{"id":3542648}},{"tool":"search_jobs","arguments":{"company":"polymarket.com","detail":"compact"}},{"tool":"match_people","arguments":{"job_id":3542648},"note":"people open to offers who fit this vacancy"}],"note":"The same data through MCP tools: https://alion.io/mcp/open needs no sign-in (compact searches, postings, people); https://alion.io/mcp with an Alion account has everything. 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