Market Risk Analyst

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Alpaca

SiteLinkedInTodas as Vagas

201 - 500 funcionários

🔌 API

💳 Fintech

₿ Cripto

API • Fintech • Crypto

Alpaca é uma empresa de fintech que fornece uma plataforma completa de corretagem e negociação por meio de um conjunto de APIs. Essas APIs permitem que desenvolvedores e empresas integrem trading algorítmico, desenvolvimento de apps e investimentos embutidos aos seus serviços. A Alpaca oferece serviços como negociação de ações dos EUA, ETFs e criptomoedas, com opções para transações em moeda local. A empresa é reconhecida por suas práticas de segurança cibernética e é membro da FINRA e da SIPC. A Alpaca é ideal para startups de fintech, broker-dealers, hedge funds e outras empresas de serviços financeiros que buscam criar aplicações e plataformas de negociação sofisticadas, com o mínimo de fricção, por meio de sua Broker API bem documentada.

Descrição

• Design, implement, and monitor risk limits for new products. Perform daily monitoring of Value-at-Risk (VaR), stress testing, and sensitivity analysis. • Collaborate with Engineering and Product teams to refine and stress-test our Margin engine, ensuring margin requirements accurately reflect cross-product offsets and tail risks. • Assist in the design and roll-out of the Enterprise Risk Management framework. This includes defining Risk Appetite Statements (RAS), maintaining the Risk Register, and developing Key Risk Indicators (KRIs) that span across the organization. • Act as the risk lead for the launch of new products, identifying unique risks associated with event-based binary outcomes and liquidity fragmentation. • Develop forward-looking scenarios (including "black swan" events) to assess the impact of market volatility on the firm’s capital and liquidity positions. • Support the wider Risk team in Operational Risk assessments, internal audits, and regulatory reporting requirements. • Build automated risk dashboards and reporting tools using SQL/Python to provide real-time insights to the Chief Risk Officer and Senior Management.

🎯 Requisitos

• 2–5 years of experience in Market Risk, Middle Office, or Quantitative Analysis within a fintech, hedge fund, or high-frequency trading environment. • Deep understanding of derivatives (Futures/Options) and margin mechanics. Experience with Prediction Markets or event-driven trading is a significant plus. • A solid understanding of the "Three Lines of Defense" model and a desire to contribute to broader risk governance beyond just market data. • Proficiency in SQL and Python (or R) for data analysis. You should be comfortable handling large datasets and building your own risk models. • The ability to operate in a "gray area" defining risk parameters for novel products that may not have established industry benchmarks. • Ability to distill complex quantitative risks into actionable insights for non-technical stakeholders and executive leadership. • A degree in a quantitative field (Finance, Mathematics, Physics, Economics, or Engineering). Financial Risk Manager (FRM) or CFA designation is a plus.

🏖️ Benefícios

• Competitive Salary & Stock Options • Health Benefits • New Hire Home-Office Setup: One-time USD $500 • Monthly Stipend: USD $150 per month via a Brex Card