# Quantitative Risk Analyst — Derivatives & Clearing at Polymarket

- Company: Polymarket
- What the company does: Polymarket is the world’s largest prediction market, allowing you to stay informed and profit from your knowledge by trading on future events across various topics. Backed by General Catalyst and Founders Fund.
- Company website: https://polymarket.com/
- Type: Startups
- Level: Analyst
- Location: New York
- Work setup: On-site
- Pay: $210K to $240K base salary per year (USD)
- Posted: 2026-08-26
- Apply by: 2026-10-10
- Apply: https://jobs.ashbyhq.com/polymarket/7659109d-e0e8-420a-a887-d48f740e25ba
- Page: https://www.1752.vc/careers/jobs/polymarket-quantitative-risk-analyst-derivatives-and-clearing/

## About the role

Polymarket is hiring a Quantitative Risk Analyst to design and implement enterprise-scale risk models at the heart of our clearing operation. You'll own models for market risk, volatility and correlation of derivatives, stress testing, and automated liquidation — the systems that keep the platform solvent and users protected in fast-moving markets.

## What they're looking for

- 5–7 years of quantitative risk experience at a clearinghouse, exchange, prime broker, trading firm, or similar
- Proven expertise designing and implementing risk models at enterprise scale — production systems, not just research prototypes
- Deep experience modeling volatility, correlation, option skews, and option pricing at scale for trad-fi derivatives, perpetuals, and fully collateralized event contracts
- Hands-on experience with market risk modeling, stress testing, and auto-liquidation mechanics in a clearing context
- Strong fluency with AI-assisted development and coding, paired with the judgment to pressure-test AI outputs against well-established risk models and catch what looks plausible but is wrong
- Expert-level Python (NumPy, pandas, SciPy, solid software engineering practices)

Tags: Exchange