other
Posted Apr 28Market Risk Analyst
at Alpaca
Remote
Responsibilities
- Market Risk Management: Design, implement, and monitor risk limits for new products. Perform daily monitoring of Value-at-Risk (VaR), stress testing, and sensitivity analysis.
Requirements
- We're deeply committed to open-source contributions and fostering a vibrant community, continuously enhancing our award-winning, developer-friendly API and the robust infrastructure behind it.
- Automation & Reporting: Build automated risk dashboards and reporting tools using SQL/Python to provide real-time insights to the Chief Risk Officer and Senior Management. What You’ll Need •
- experience in Market Risk, Middle Office, or Quantitative Analysis within a fintech, hedge fund, or high-frequency trading environment.
- Product Knowledge: Deep understanding of derivatives (Futures/Options) and margin mechanics.
- Experience with Prediction Markets or event-driven trading is a significant plus.
- ERM Familiarity: A solid understanding of the "Three Lines of Defense" model and a desire to contribute to broader risk governance beyond just market data.
- Quantitative Skills: Proficiency in SQL and Python (or R) for data analysis. You should be comfortable handling large datasets and building your own risk models.
- Problem Solving: The ability to operate in a "gray area" defining risk parameters for novel products that may not have established industry benchmarks.
- Education: A degree in a quantitative field (Finance, Mathematics, Physics, Economics, or Engineering). Financial Risk Manager (FRM) or CFA designation is a plus. Nice to Have •
- Experience in a high-growth startup environment. Direct
- experience with SPAN or TIMS margin methodologies.
- Familiarity with regulatory frameworks (e.g., SEC/FINRA, CFTC, or international equivalents) regarding margin and capital requirements. How We Take Care of You:
Benefits
- Our recent Series D funding round brought our total investment to over $320 million, fueling our ambitious vision.
- Competitive Salary & Stock Options Health Benefits