Senior Derivatives Risk Control Specialist

Bybit·Abu Dhabi, UAE·onsite
crypto:applicationengineeringIC5Trading Risk
Compensation
Not disclosed
About Us Established in 2018, Bybit is one of the world’s leading cryptocurrency exchanges and digital financial platforms, serving over 80 million users across more than 200 countries and regions. Powered by world-class technology and a user-first mindset, Bybit delivers a seamless ecosystem across trading, payments, wealth management, custody, institutional services, and Web3 — connecting users to the future of digital finance. Our core values define how we build. We listen, care and improve to create products and experiences that put users first. Backed by a global team of ambitious builders, problem-solvers, and innovators, we foster a high-performance and fast-moving environment where talent is empowered to drive real impact at the global scale. Supported by 24/7 multilingual customer service and a strong commitment to innovation, we are shaping the future of finance through technology, collaboration, and bold execution. Today, Bybit is recognized as one of the most trusted and transparent platforms in the digital asset industry, continuing to expand its global presence while building the infrastructure for the next generation of financial services. Position Overview Responsible for building the underlying risk framework for the exchange's derivatives product line, covering pricing logic, risk parameter design, and monitoring mechanisms for perpetual contracts, futures contracts, options, and other products, ensuring risk controllability and system stability under extreme market conditions. ────── Core Responsibilities Derivatives Underlying Financial Logic Design Design perpetual contract funding rate mechanisms, including billing frequency, upper/lower bounds, and premium index calculation logic Participate in futures contract settlement price methodology design, including TWAP/index source weighting and anti-manipulation mechanisms Design options product pricing models (Black-Scholes, volatility surface fitting) and assess systemic risk up