Propr.xyz is building a new Operating System for prop firms, enabling leverage of perpetual futures on Hyperliquid, prediction markets, and spot assets. The employer is seeking an exceptional quantitative risk professional to support its high-throughput real-time risk engine. Responsibilities include supporting and enhancing the real-time risk engine processing 10k+ position updates/second, designing and implementing risk metrics such as portfolio VaR, stress VaR, expected shortfall, Greeks aggregation, and cross-asset correlations, building position limit frameworks, developing statistical models for tail-risk scenarios, ensuring <50ms P99 latency, creating real-time dashboards and alerting, backtesting models, and designing circuit breakers. Requirements: 3+ years of experience in quantitative risk, trading systems, or financial engineering; strong foundation in statistics, probability, and risk modeling; proficiency in Python with NumPy, Pandas, SciPy; experience with real-time systems; deep understanding of derivatives pricing, crypto perpetuals, prediction markets, Greeks, time-series analysis, and SQL. Nice-to-have: Hyperliquid API experience, prop trading or hedge fund background, TypeScript/Node.js/NestJS, event-driven architectures, ML for anomaly detection, and DevOps tools.