Market Risk Analyst

We are looking for a Market Risk Analyst to develop and maintain quantitative risk models, automate data and reporting pipelines, and ensure the reliability of daily risk operations — bridging quantitative modelling and production engineering.

Responsibilities

• Develop and maintain production-quality market risk models (VaR, stress tests, Greeks, PnL) across multiple asset classes and derivatives.
• Research and build new models to address trading and risk management challenges; enhance tail risk estimation for historical and hypothetical scenarios. Implement, test, and productionize models and analytics end-to-end.
• Monitor daily risk operations; escalate and resolve production issues (data quality, breaches, pipeline failures).
• Generate and maintain firm-level risk reports; monitor trading activity and flag anomalies.
• Review daily margin requirements and escalate exchange-related issues.
• Collaborate with risk managers and stakeholders to explain model outputs and provide quantitative advice.

Qualifications

• Bachelor's degree in Mathematics, Physics, Computer Science, or a related quantitative discipline.
• 2–3 years of experience in risk management and/or derivatives across various financial products, including futures, options, and equities.
• Solid grounding in quantitative methods: statistics, time series analysis, probability theory, and linear algebra.
• Proficiency in Python, R, or SQL, with hands-on experience developing, deploying, and maintaining quantitative risk models in production — including parameter configuration, calculation scheduling, and stakeholder-facing output delivery.
• Working knowledge of market risk concepts, key metrics, and exchange margin requirements.
• Track record of supporting and maintaining production systems in a financial environment.
• Strong communication and analytical skills, with the ability to work effectively both independently and as part of a team.

What we offer

• Experience a modern international technology company without the burden of bureaucracy.
• Collaborate with industry-leading professionals, including former employees of Tower, DRW, Broadridge, Credit Suisse, and more.
• Enjoy excellent opportunities for professional growth and self-realization.
• Work remotely from anywhere in the world with a flexible schedule.
• Receive compensation for health insurance, sports activities, and non-professional training.