Founding Quantitative Researcher
Core
Design the risk engine and margin system for a cross-margined prime brokerage serving prediction markets.
Role type
Founding Quantitative Researcher (Risk & Margin Engineering)
Builds
Risk engine, margin engine, price oracles, and cross-margining simulation tools
Domain
Financial infrastructure / Prediction markets / Derivatives
Deliverable
production ML models
Required skills
Quantitative risk modeling, Machine learning for price and liquidity modeling, Margin engine design, Oracle design, Cross-margining simulation, Credit line issuance logic, Exposure cap management, Price manipulation protection
Preferred skills
Experience at top-tier quant firms, Deep expertise in ML for financial modeling
Technologies
None explicitly stated
Responsibilities
Design margin engine logic including LLTVs, APRs, liquidation rules, and exposure caps; Design oracles for collateral pricing and manipulation protection; Simulate cross-margining scenarios for collateral bundles and order book depth
Seniority
Founding, hands-on IC
