Derivatives Risk & Pricing Architect

Bybit; Dubai; On-site; AED 450,000 - 720,000; Full time

Benefits offered by this job

Executive visibility

Competitive compensation

Global collaboration

Job summary

Bybit is seeking a Derivatives Risk Architect to build the foundational risk framework for the exchange's derivatives product line. You will design pricing logic, risk parameters, and monitoring mechanisms to keep perpetual contracts, delivery contracts, and options risk-contained under extreme market conditions.

Join a high-performance team shaping the future of digital finance. You will collaborate with cross-functional groups to implement onboarding standards for new listings, and contribute

Qualifications

• Bachelor's degree or above in a relevant field.
• 3+ years of experience related to derivatives, including traditional finance or crypto risk management.
• Deep understanding of perpetual contract mechanics and related risk concepts.
• Proficient in Python for data analysis, backtesting, and model validation.
• Solid foundation in probability, statistics, and risk measurement methods such as VaR and Expected Shortfall.

Responsibilities

• Design the perpetual contract funding rate mechanism and related risk controls.
• Participate in settlement price methodology and anti-manipulation measures.
• Design options pricing models and assess systemic risk across scenarios.
• Establish leverage/margin and Position Limit strategies per asset with dynamic depth-based adjustments.
• Design Auto-Deleveraging trigger and ranking rules for risk isolation.

Skills

Derivatives

Python

Quantitative analysis

Risk management

Education

Bachelor's degree in Finance, Mathematics, Statistics, Computer Science, or related field

Job description

Bybit is seeking a Derivatives Risk Architect to build the foundational risk framework for the exchange's derivatives product line. You will design pricing logic, risk parameters, and monitoring mechanisms to keep perpetual contracts, delivery contracts, and options risk-contained under extreme market conditions.

Join a high-performance team shaping the future of digital finance. You will collaborate with cross-functional groups to implement onboarding standards for new listings, and contribute