Trading Risk & Anti-Fraud Strategy Lead

JustMarkets Tech

Що робити

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

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