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About this role
Propr.xyz is building a new Operating System for prop firms, helping them leverage blockchain technology to make them more efficient. We enable prop firms to leverage perpetual futures on Hyperliquid, prediction markets, and spot assets. We are actively deploying our technologies to the largest prop firms in the world. The pace is intense, but the journey is exciting. We only hire A-players. You need to be exceptional.
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.
We ask candidates to submit their application via a POST request to our API. This helps us identify candidates who read job descriptions carefully and have basic technical skills.
POST
https://propr.xyz/api/hiring/apply
Request body:
{
"roleSlug": "quant-risk",
"name": "Your Name",
"email": "your@email.com",
"link": "https://linkedin.com/in/yourprofile",
"coverNote": "Why Propr?",
"exceptionalNote": "What makes you exceptional?",
"telegramHandle": "@yourhandle",
"appUid": "optional-trading-terminal-uid"
}
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.