Quant - Risk | Propr.xyz
SwissBorg is hiring for Quant - Risk | Propr.xyz in Remote - Europe Timezone. Remote, Mid level. First seen August 6, 2026; open as of November 12, 2026. Jobs taken straight from company career pages — no aggregator in between.
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- Company
- SwissBorg
- Where
- Remote - Europe Timezone
- Arrangement
- Remote
- Level
- Mid
- First seen
- August 6, 2026
- Listed via
- Lever
What the posting says
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,…
Read more and apply on SwissBorg's site
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