Trading Risk & Anti-Fraud Strategy Lead

Overview

Full-time Trading Risk & Anti-Fraud Team Lead role focused on strengthening product capabilities and ensuring effective risk and fraud detection solutions.

The position involves building and optimizing trading risk logic (including A-Book/B-Book routing and exposure controls), designing detection rules for toxic and fraudulent activity, and leading a team of analysts.

Responsibilities

• Develop and optimize 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 relationships between client behavior, execution quality (slippage, latency, fill rate), liquidity costs, and the broker’s overall P&L.
• Monitor 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 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.

Preferred Qualifications

• 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 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.

Compensation & Benefits

• 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)

Location

Remote opportunity is available.