Join Kalshi as a Risk professional to enhance margin methodologies and manage customer exposure in a fast-growing financial market.
Posted by employer 2 months ago
First seen on Joblaze 1 month ago
Last verified on the company career page 9 hours ago
Skills & Technologies
Requirements
- Experience
- 4–7 years
Not disclosed in this posting: work arrangement, visa sponsorship.
Benefits
Joblaze summary
In the Risk role at Kalshi, the individual will focus on managing and refining the company's margin methodology, ensuring it aligns with actual position risks while conducting stress tests to anticipate potential shortfalls. Key skills include a strong background in risk and margin models, as well as familiarity with derivatives and regulatory requirements. This position is suited for someone with 4-7 years of experience in risk management, particularly within financial markets. Kalshi's culture emphasizes meritocracy and ownership, making it ideal for ambitious professionals eager to contribute to a rapidly growing financial market.
Joblaze insights
- Listed about a month ago — first seen on Joblaze September 3, 2026. Last confirmed on Kalshi's careers page October 31, 2026.
- Salary band is above the typical range for comparable tech roles (median ~$128,200).
- Starts above 96% of 1392 comparable mid other roles in United States we track (median $105,000 across 184 companies).
Quick facts
- What's the salary range?
- Kalshi lists $200,000–$250,000 for this role.
- How much experience is required?
- 4–7 years of relevant experience for this Risk Lead role.
- What's the tech stack?
- Joblaze extracted these technologies from the posting: CFTC compliance, Risk, margin methodology, stress testing.
- What seniority level is this role?
- Kalshi targets mid-level candidates for this position.
- Is this full-time or contract?
- Full-time for this Risk Lead role at Kalshi.
From the original posting
Our vision: well… build the largest financial market on the planet.
Role Roadmap
As Kalshi Prime scales, our Risk role will strengthen and build out the risk function to match that growth.
This role is about staying ahead of customer exposure: refining margin methodology so it keeps pace with position risk, building out stress tests that size potential shortfalls before they happen, and strengthening the residual interest calculation and process to hold up under CFTC scrutiny. In the first six months, you'll build out advanced stress testing tools, deepen the margin models, and sharpen forecasting for the firm's residual interest contribution. From there, the role expands into collateral and credit risk management.
What You'll Do
Margin & Exposure Management
Own and continuously refine Kalshi Prime's margin methodology so required margin reflects actual position risk
Monitor customer positions and concentration in real time, setting house margin above exchange minimums where risk calls for it
Stress Testing & Scenario Analysis
Build and run stress tests modeling how customer portfolios hold up under extreme market moves, sizing potential shortfalls against margin on file
Backtest models against historical price action and maintain a live set of tail-risk scenarios as market conditions shift
Regulatory Capital & Residual Interest
Own the residual interest calculation and process, ensuring the firm's capital contribution to segregated customer funds meets CFTC requirements
Monitor net capital and segregated funds compliance, partnering with compliance and finance on regulatory risk reporting
Default Management & Governance
Maintain the playbook for an actual customer default, improving auto-liquidation logic and thresholds for manual intervention
Prepare risk materials for the Risk Management Committee and assess new products and markets for margin parameters before launch
What You Bring
Direct experience managing a risk function at an FCM; absent that, CFTC Swap Dealer risk experience is the next closest fit
4-7 years of experience minimum with a track record as a decision-maker and approver in a risk function
Deep fluency in risk and margin models, with the ability to build them yourself
Strong grounding in derivatives and financial markets, comfortable working with concepts like VaR
Ability to independently build risk scenarios and forecasts, like modeling residual interest
Working knowledge of the relevant regulatory landscape, or the ability to get up to speed on it fast
Technically savvy and self-sufficient, comfortable building your own tools rather than waiting on others
Strong multitasking ability across risk, financial markets, and operational demands
NYC Pay Transparency Disclosure
Salary Range: $200,000 to $250,000 annually plus equity and benefits.
This range reflects current market data for this role. Kalshi has minimal hierarchy and broad variance in experience levels within each title; if your compensation expectations exceed this range, we encourage you to reach out - we’re always happy to discuss.
Standard company text repeated across Kalshi's postings is omitted here.