SwissBorg

3 months ago

Quant - Risk

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 7 hours agoStatus: Live

Job Summary

Lead development of real-time quantitative risk systems for crypto trading, building risk metrics (VaR, CVaR, ES), margin logic, and monitoring dashboards. Collaborate with trading infra to maintain sub-50ms latency on 1000+ updates/sec, design tail-risk models, and backtest against volatile periods across perpetuals, spots, and prediction markets.

Location: Switzerland

Workplace: Remote

Employment Type: Full time

Job Function: Capital Markets, Trading & Quant

Seniority: Mid level

Key Responsibilities

•Support and enhance the real-time risk engine processing 10k+ position updates/second across perpetuals, spots, and prediction markets.
•Design and implement risk metrics: portfolio VaR, stress VaR, expected shortfall, Greeks aggregation, cross-asset correlations.
•Build position limit frameworks: notional caps, delta limits, concentration limits, leverage constraints, drawdown thresholds.
•Develop statistical models for tail-risk scenarios: fat-tailed distributions, regime switching, correlation breakdowns.
•Implement margin calculation engines: cross-margining logic, liquidation price models, maintenance margin monitoring.

Pay and Benefits

Perks:Remote WorkLearning BudgetHealth InsurancePensionEquity401kPaid Leave

Key Requirements

•3+ years of experience in quantitative risk, trading systems, or financial engineering.
•Strong foundation in statistics, probability theory, and risk modeling (VaR, CVaR, ES, stress testing).
•Proficiency in Python with NumPy, Pandas, SciPy for quantitative analysis and backtesting.
•Experience with real-time risk systems processing 1000+ updates/second with <50ms latency.
•Deep understanding of derivatives pricing: perpetual funding rates, mark-to-market, liquidation mechanics.

Experience:3+ yearsCryptocurrencyQuantitative financeRisk management

Skills:Problem-solvingCollaborationCommunicationAttention to detail

Tech Stack:PythonNumPyPandasSciPySQLTime-seriesGARCHEWMAKafkaRedisTimescaleDBInfluxDBDockerAWSTerraformGrafanaDatadogTypeScriptNode.jsNestJS

Company Brief

SwissBorg

Builds a crypto wealth management platform offering portfolio management, trading, yield products, and a community-driven token (CHSB) to help retail investors access, manage, and grow digital-asset portfolios with an emphasis on security and transparency.

Industry: Wealth Management

Company Size: Medium (51 to 250 employees)

Growth: Growth Stage Startup

Headquarters: Lausanne, Switzerland

Founded: 2017

Website LinkedIn

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SwissBorg

3 months ago

Quant - Risk

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 7 hours agoStatus: Live

Job Summary

Location: Switzerland

Workplace: Remote

Employment Type: Full time

Job Function: Capital Markets, Trading & Quant

Seniority: Mid level

Key Responsibilities

•Support and enhance the real-time risk engine processing 10k+ position updates/second across perpetuals, spots, and prediction markets.
•Design and implement risk metrics: portfolio VaR, stress VaR, expected shortfall, Greeks aggregation, cross-asset correlations.
•Build position limit frameworks: notional caps, delta limits, concentration limits, leverage constraints, drawdown thresholds.
•Develop statistical models for tail-risk scenarios: fat-tailed distributions, regime switching, correlation breakdowns.
•Implement margin calculation engines: cross-margining logic, liquidation price models, maintenance margin monitoring.

Pay and Benefits

Perks:Remote WorkLearning BudgetHealth InsurancePensionEquity401kPaid Leave

Key Requirements

•3+ years of experience in quantitative risk, trading systems, or financial engineering.
•Strong foundation in statistics, probability theory, and risk modeling (VaR, CVaR, ES, stress testing).
•Proficiency in Python with NumPy, Pandas, SciPy for quantitative analysis and backtesting.
•Experience with real-time risk systems processing 1000+ updates/second with <50ms latency.
•Deep understanding of derivatives pricing: perpetual funding rates, mark-to-market, liquidation mechanics.

Experience:3+ yearsCryptocurrencyQuantitative financeRisk management

Skills:Problem-solvingCollaborationCommunicationAttention to detail

Tech Stack:PythonNumPyPandasSciPySQLTime-seriesGARCHEWMAKafkaRedisTimescaleDBInfluxDBDockerAWSTerraformGrafanaDatadogTypeScriptNode.jsNestJS

Company Brief

SwissBorg

Industry: Wealth Management

Company Size: Medium (51 to 250 employees)

Growth: Growth Stage Startup

Headquarters: Lausanne, Switzerland

Founded: 2017

Website LinkedIn