Trading Risk & Anti-Fraud Strategy Lead

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

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

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

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)