Quant Risk Analyst

About the Role

Polymarket is building a regulated US exchange, and we're hiring a Quant Risk Manager to anchor the risk function from the ground up. This is not a maintenance role. You'll be designing the models, frameworks, and systems that protect the exchange as we launch perpetuals and traditional commodity derivatives into a live, fast-moving market.

The US Exchange team is small and moving quickly. You'll work directly with engineers, product leads, and compliance to translate quantitative risk thinking into real infrastructure. That means writing code, making policy calls, and owning outcomes across margin design, stress testing, and default risk, not handing specs over a wall and waiting.

This hire matters because the exchange doesn't function safely without it. You'll be the person who decides how we measure and contain exposure, how we protect the guarantee fund, and how we hold up under stress scenarios that no one has fully mapped yet for a market like ours. If you want to build something that doesn't exist yet, this is it.

What You'll Do

• Build quantitative risk models for perpetuals and commodity derivatives, covering margin requirements, position limits, and tail risk across normal and stressed market conditions.

• Design and maintain the exchange's stress testing framework, including scenario construction, loss estimation, and regular calibration as market conditions evolve.