Quant - Risk

SwissBorg
Switzerland
Workplace: RemoteFull timeFunction: Capital Markets, Trading & QuantExperience: 3+ yearsSkills: ["Problem-solving","Collaboration","Communication","Attention to detail"]

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.

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FursaFursa
SwissBorg
SwissBorg
4 months ago

Quant - Risk

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Source: Company careers pageValidated by: Fursa AI
Last checked: 5 minutes 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
WebsiteLinkedIn