Summary

We are looking for a 

 who can join us along this mission and vision. You’ll become an integral part of our Liquidity team which is committed to enhancing orderbook liquidity and treasury efficiency, effectively managing market and credit risks in alignment with the firm's core values and risk tolerances. The team develops scalable frameworks and infrastructures that facilitate accurate monitoring, quantification, and management of various liquidity scenarios and risks. With expertise in liquidity analysis and risk management to enhance our risk monitoring and mitigation capabilities. This role will focus on market risk, credit risk, and liquidity optimization by developing cutting-edge models, analytics tools, and automation frameworks. Interested? Keep on reading!

What you’ll be working on:

1. Develop and implement liquidity dashboards to assess exchange and market liquidity across different trading pairs.
2. Design and maintain market risk models, including VaR, stress testing, and scenario analysis for derivatives and spot trading.
3. Enhance credit risk frameworks, including counterparty risk exposure, and collateral optimization.
4. Develop algorithms to analyze order book dynamics, slippage, price impact, and execution risks.
5. Work closely with trading, treasury, and risk teams to enhance liquidity management strategies.
6. Implement automation for risk reporting, alert systems, and real-time monitoring dashboards.
7. Collaborate with data engineers to structure and analyze large datasets, ensuring high-quality liquidity and risk analytics.

Why work with us: 

Join us in realising our vision in advancing decentralisation, and leading innovation in CeFi. Enjoy work flexibility, a supportive team, and an environment that nurtures your ideas. Plus, expect a performance-based annual bonus for all contributors at WOO 💪

About you:

1. 1-3 years of experience in quantitative development, risk management, or liquidity analysis in crypto, traditional finance, or high-frequency trading firms.
2. Strong proficiency in programming for quantitative modeling and data processing.
3. Solid understanding of market microstructure, order book dynamics, and trading strategies.
4. Experience with risk modeling techniques, including VaR, expected shortfall, and Monte Carlo simulations.
5. Hands-on experience with SQL, time-series databases, and real-time data processing.
6. Knowledge of perpetual swaps, options, and leverage trading is a strong plus.
7. Ability to work in a fast-paced environment and deliver production-ready code.
8. Experience working at a crypto exchange, market maker, or prop trading firm is a plus.
9. Familiarity with DeFi liquidity mechanisms and on-chain risk management is a plus.

Skills

• Cryptocurrency
• Database Management
• Development
• Risk Analysis
• SQL
• Strategic Thinking