• Develop, implement, and validate derivatives pricing models for new and existing products across various asset classes (e.g., equities, commodities, futures, perpetuals, options). • Monitor and analyze real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation. • Design optimal automated liquidation logic and algorithms to balance market risk with market impact during extreme volatility. • Perform scenario analysis and stress testing across a range of market conditions. • Provide risk input into product onboarding, listing reviews, and regular risk parameter reviews: haircuts, margin levels, liquidation thresholds, index pricing, funding rates, and position limits. • Analyze market microstructure on multi-asset derivative markets, periodically review and calibrate risk models according to evolving market conditions. • Support the build and maintenance of internal risk dashboards and analytical tools.

• Work with traders and researchers to identify potential news-driven trading opportunities. • Maintain core themes updated by communicating material information. • Maintain a detailed calendar of material events. • Identify key sources of breaking news for all tracked themes. • Work with developers to streamline the ingestion of key sources. • Monitor content flows in real-time and alert traders, researchers to potential trading opportunities. • Build high precision, recall automated alerts for themes of interest. Prioritize, enable, disable, and update alerts as market conditions change. • Constantly review alerts to ensure they are relevant, robust, and resilient. • Direct product development of our real-time event monitoring and alerting system. • QA/UAT and test all releases of alerts and product to ensure they meet the firm’s high standards of quality.

• Research and analyze advanced detection bypass techniques (e.g., rooting, hooking, and runtime application/system tampering) to assess threats to our detection systems. • Evaluate and reverse-engineer tools and frameworks used to attack or evade our products, documenting findings and attack vectors. • Lead and participate in structured brainstorming sessions to generate novel detection ideas and countermeasures. • Help design, prototype, and implement new detection techniques and algorithms for different operating systems. • Help develop, maintain, and improve internal tooling and automation to accelerate analysis, triage, and detection development. • Perform and contribute to internal penetration testing and adversary emulation of newly introduced security features to validate effectiveness. • Conduct thorough code reviews and technical reviews of detection-related contributions to ensure quality, maintainability, and correctness.

• Developing cryptography algorithms design including proof system design. • Design circuits for protocols’ state proofs for a proof system. • Academic writing. • Security analysis. • Research other solutions related to proof-system\circuits\other cryptography tasks.