Responsibilities Design and iterate on overall risk strategy for the prediction market, including trading behavior controls, market manipulation detection, and event risk management Build risk models tailored to prediction markets to identify abnormal trading patterns (e.g., concentrated betting, wash trading, informed trading) Design odds/price anomaly monitoring mechanisms to detect irrational volatility and potential manipulation Establish an event-driven risk framework for forward-looking assessment and response to market risks arising from political, macroeconomic, and breaking events Collaborate with trading, product, and engineering teams to translate strategies into real-time risk rules and automated systems Conduct backtesting on historical data to continuously optimize risk parameters and thresholds Participate in post-mortems of major risk incidents to close the strategy loop
Requirements Bachelor's degree or above; financial engineering, statistics, mathematics, computer science, or related majors preferred3+ years of experience in risk strategy, quantitative strategy, or trading risk (prediction markets, options, betting, or derivatives experience preferred) Deep understanding of prediction market mechanics (odds formation, liquidity structure, event settlement logic) Systematic understanding of market manipulation behaviors (information asymmetry, herding, liquidity steering) Data analysis and modeling skills (Python/SQL, etc.); able to independently validate and optimize strategies Sensitivity to event-driven markets; macro or news interpretation ability is a plus Clear logical thinking with strong ability to abstract strategies and put them into practice