swissborg - Quant - Risk | Propr.xyz

• 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. • Work closely with trading infrastructure team to ensure