🛠 Tech Stack

💼 About This Role

You'll support and enhance the real-time risk engine for proprietary trading firms, processing 10k+ position updates per second across perpetuals, spots, and prediction markets. You'll design and implement risk metrics and margin engines to ensure platform safety and efficiency. This role offers the chance to work at the intersection of blockchain and quantitative finance with top-tier prop firms.

🎯 What You'll Do

• Support real-time risk engine processing 10k+ position updates/second
• Design risk metrics: VaR, stress VaR, Greeks aggregation, cross-asset correlations
• Build position limit frameworks: notional caps, delta limits, concentration limits
• Develop statistical models for tail-risk scenarios: fat-tailed distributions, regime switching

📋 Requirements

• 3+ years of experience in quantitative risk, trading systems, or financial engineering
• Strong foundation in statistics and probability theory with risk modeling (VaR, CVaR, ES)
• Python proficiency with NumPy, Pandas, SciPy for quantitative analysis and backtesting
• Deep understanding of derivatives pricing: perpetual funding rates, mark-to-market, liquidation mechanics

✨ Nice to Have

• Experience with Hyperliquid API (WebSocket feeds, vault risk monitoring, liquidation engine)
• Background in prop trading or hedge fund risk management (2-sigma+ shops preferred)
• Proficiency with TypeScript, Node.js, NestJS for building production risk services

🎁 Benefits & Perks

• 🚀 Work with cutting-edge blockchain technology in a fast-paced startup
• 🌍 Fully remote team with Europe timezone alignment

📨 Hiring Process

Estimated timeline: 1-2 weeks · AI estimate

1. 1Submit API application· 15 min
2. 2Technical phone screen· 45 min
3. 3Take-home assignment· 2 hours

🚩 Heads Up

• Extensive list of responsibilities (10+ items) may indicate high workload
• Requirements list is very long and includes many 'good to have' items
• Application via specific API POST request may be a barrier for some candidates