Senior Quantitative Researcher - Risk Modeling

Company DescriptionSwish Analytics is a sports analytics and trading company building the next generation of predictive sports analytics and exchange-based trading products.

We believe that profitable trading is a challenge rooted in engineering, mathematics, and market expertise—not intuition.

We're seeking team-oriented individuals with an authentic passion for quantitative trading who can execute in a fast-paced environment without sacrificing technical excellence.

As we expand our presence on betting exchanges, we're building infrastructure and strategies akin to those found in traditional financial markets.

Our challenges are unique, and we hope you're comfortable in uncharted territory. Role OverviewAs a Senior Quantitative Researcher, you will own end-to-end research and production pipelines for one or more trading strategies.

You'll lead research initiatives that generate alpha and improve execution quality, mentor junior researchers, and collaborate closely with our Trading desk to translate quantitative insights into profitable systematic strategies while maintaining rigorous risk management. Core ResponsibilitiesOwn end-to-end research and production pipelines for a strategyLead alpha research initiatives leveraging advanced statistical and machine learning techniquesProcess and analyze high-frequency tick data, order book snapshots, and market microstructure signals with sub-millisecond latency

requirements

Analyze price formation, market liquidity dynamics, and limit order book imbalances across electronic venuesBuild and run Monte Carlo simulations to estimate P L distributions, risk exposures, and portfolio dynamicsDevelop, backtest, and optimize quantitative trading strategies with rigorous statistical validationInterpret complex model outputs and communicate alpha generation mechanisms to portfolio managersWrite modular, clean, and efficient Python code; build custom analytics libraries and research frameworksLead design reviews and establish data quality and research reproducibility standardsGuide 1–2 junior researchers through project delivery and model developmentProactively engage with traders and infrastructure teams to clarify research objectives and resolve data dependenciesRisk ModelingDesign and maintain real-time risk monitoring systems across multi-asset portfoliosBuild models for dynamic position sizing, portfolio optimization, and factor exposure managementDevelop stress testing and scenario analysis frameworks for tail-risk events and regime changesCollaborate with Trading and Risk Management to define VaR limits, leverage constraints, and implement automated risk controls



Requirements



5–8 years of experience in quantitative research, systematic trading, or statistical modelingMaster's degree in a quantitative discipline (Mathematics, Statistics, Physics, Computer Science, Financial Engineering) strongly preferred; PhD a plusExpert-level Python skills; able to build production-grade research and trading systemsStrong SQL skills; experience with complex queries on tick databases and time-series datasetsDeep experience with Monte Carlo methods, stochastic calculus, and probabilistic modelingProven ability to develop, backtest, and deploy systematic trading strategies with demonstrable P LExperience processing high-frequency tick data and real-time market feedsFamiliarity with AWS or similar cloud infrastructure for large-scale backtesting and researchTrack record of mentoring junior quantitative researchersExcellent communication skills; ability to present complex quantitative research to portfolio managers and trading desksExperience designing enterprise-grade risk management systems with real-time Greeks calculationStrong understanding of factor models, correlation structure, concentration risk, and portfolio attributionNice to HaveProficiency in Rust, C++, or other systems languages for performance-critical componentsExperience with MLOps, model monitoring, and adaptive retraining pipelines for regime detectionBackground in derivatives pricing, options market making, or volatility arbitrageFamiliarity with FIX protocol, Betfair or Matchbook API experience, and ultra-low-latency trading infrastructureBase salary: Starting at $155,000Swish Analytics is an Equal Opportunity Employer. All candidates who meet the

qualifications

will be considered without regard to race, color, religion, sex, national origin, age, disability, sexual orientation, pregnancy status, genetic, military, veteran status, marital status, or any other characteristic protected by law.

The position

responsibilities:

are not limited to the

responsibilities:

outlined above and are subject to change. At the employer’s discretion, this position may require successful completion of background and reference checks.