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Polymarket is the world's largest prediction market platform, enabling individuals to trade on real-world outcomes across politics, economics, sports, and current affairs. The company traded $21B in 2025 and is building a regulated US exchange.
You will be the founding Quant Risk Manager for Polymarket's US Exchange, designing and building the risk function from the ground up. This is a hands-on role where you'll own the quantitative models, frameworks, and systems that protect the exchange as it launches perpetuals and traditional commodity derivatives.
Key responsibilities include:
- Building quantitative risk models for perpetuals and commodity derivatives, covering margin requirements, position limits, and tail risk across normal and stressed market conditions
- Designing and maintaining the exchange's stress testing framework, including scenario construction, loss estimation, and calibration as markets evolve
- Developing default risk models that determine guarantee fund sizing, structure, and triggering in default events
- Partnering with engineers to build a real-time risk monitoring platform that surfaces exposure, breaches, and anomalies during live trading
- Translating risk model outputs into actionable exchange policy, including margin schedules, liquidation logic, and market maker requirements
- Owning CFTC-related risk reporting and capital obligations in coordination with legal and compliance
- Identifying gaps in risk architecture and prioritizing builds based on where exposure is growing fastest
You'll work directly with engineers, product leads, and compliance in a small, fast-moving team. You'll write production-quality Python code, use AI tools effectively across the development cycle, and operate independently to scope problems, build solutions, and defend assumptions to stakeholders.
Required experience includes hands-on derivatives or futures risk management at an exchange, clearinghouse, or trading firm; quantitative risk management with direct model ownership; strong financial modeling in Python; deep familiarity with exchange mechanics (order books, market making, margin, position limits, liquidation); and working knowledge of CFTC regulations for designated contract markets.
Preferred experience includes guarantee fund design, prediction markets or crypto derivatives background, or prior experience standing up a risk function from scratch.
