Description
Polymarket is hiring a Quant Risk Manager to build the risk function from the ground up for its regulated US exchange. The role owns quantitative risk models, stress testing, default risk, real-time monitoring, margin and liquidation policy, and CFTC-related reporting for perpetuals and commodity derivatives. Candidates need hands-on derivatives or futures risk experience, Python financial modeling, exchange mechanics knowledge, and the ability to build and defend risk systems independently. The position offers a base salary of $210,000 to $240,000 annually plus equity and benefits.
