We invite you, a highly motivated and results-oriented Trading Risk & Anti-Fraud Lead, to join our team full-time for ensuring solutions, as well as strengthening the product.<\/p>\n
Our team has unique expertise in research, analysis, and product development. By relying on technical insights and a data-driven approach, we create disruptive future-defining innovations of the fin-tech industry that remain our basis for success<\/p>\n
Responsibilities
Develop and optimize the business logic for A-Book\/B-Book routing, Net Exposure limits, and flow internalization algorithms to maximize B-Book yield
Design, backtest, and implement new rules in the Detection Engine to identify toxic trading, arbitrage, and fraudulent activity
Design the complete lifecycle of risk signals: Detection, Observation, Validation, Confirmation, Action, Monitoring
Investigate the relationships between client behavior, execution quality (slippage, latency, fill rate), liquidity costs, and the broker's overall P&L
Systematically monitor the performance of deployed rules, analyze false positives and false negatives, mitigate model drift, and adjust thresholds
Lead a team of analysts, prioritize the research backlog, and mentor team members<\/p>\n
Requirements
3+ years of experience at FX\/CFD brokers, cryptocurrency exchanges (CEX\/DEX), HFT firms, market-making firms, prime brokerages, or proprietary trading firms in roles such as Risk Product Manager, Senior Trading Risk Analyst, Quantitative Risk Lead, or Surveillance Strategy Lead
In-depth understanding of brokerage models (A-Book, B-Book, C-Book, STP, and internalization) and their direct impact on company P&L
Strong knowledge of pricing principles, order books (L2\/L3), adverse selection, markouts (1s, 5s, 1m), spreads, slippage, execution latency, and fill quality
Hands-on experience detecting and mitigating latency arbitrage, scalping, exploitation of news-driven price spikes, toxic flow, wash trading, spoofing, layering, and DEX\/MEV attacks
Understanding of statistics, probability distributions, time series, mathematical expectation (expectancy), drawdown, volatility, and Sharpe\/Sortino ratios
Practical experience with routers, bridges, and monitoring systems, CEX matching engines, risk management systems (RMS)
Intermediate (B1) or higher
Ability to combine in-depth mathematical analysis of market data with a product-oriented approach, translating ideas into technical specifications with clear acceptance criteria<\/p>\n
Will be a plus
Hands-on trading experience or experience developing algorithmic trading strategies, including HFT and market-making strategies
Experience building a trading fraud or toxic flow detection system from scratch, from initial hypothesis through production deployment
Knowledge of mathematical modeling methods, Monte Carlo simulations, Value at Risk (VaR), stress testing, and market panic scenarios
Practical experience with MetaTrader 4\/5 Server\/Manager APIs or CEX APIs\/WebSockets
Understanding of the specific characteristics of the cryptocurrency trading industry
Proficiency in SQL and Python (Pandas, NumPy, Stats, SciPy) to independently process large volumes of tick-level data and test hypotheses<\/p>\n
We offer
20 paid vacation days per year
10 paid sick leave days per year
Public holidays as per the company's approved Public holiday list
Medical insurance
Opportunity to work remotely
Professional education budget
Language learning budget
Wellness budget (gym membership, sports gear and related expenses)<\/p>\n","protected":false},"excerpt":{"rendered":"
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