Senior Derivatives Risk Control Specialist
BybitAbu DhabiFull TimeEngineering
Remotely
pythonsqlsparkpricingderivativesvarvolatilityexpected shortfall
Job Description
📋 Description
- Design perpetual contract funding rate mechanisms, pricing, risk parameters, and monitoring for
- Develop risk control admission criteria for new derivative listings and ensure system stability
- Collaborate with cross-functional teams to implement risk controls for futures, perpetuals, and
🎯 Requirements
- Bachelor’s degree or above in Finance, Mathematics, Statistics, Computer Science, or related fields
- 3+ years of derivatives-related experience in traditional finance or crypto exchange risk management
- Deep understanding of perpetual contract mechanics (funding rate, Mark Price, liquidation logic)
- Proficiency in Python; SQL/Spark experience for data analysis and backtesting
- Solid foundation in probability, statistics, VaR, and risk measurement methodologies
- Experience with options pricing theory and volatility modeling (smile/surface)
🎁 Benefits
- Growth opportunities within a global, diverse team
- Internal mobility and professional development support
- Global collaboration and regular team-building activities