- This is a fully remote role
Senior Product Manager – Prime Brokerage (Risk & Trading Engine)
About Ceffu
Ceffu is a leading institutional-grade digital asset custody platform, offering secure, compliant, and scalable solutions for enterprises, hedge funds, and financial institutions. Our mission is to provide cutting-edge security and infrastructure to support the seamless integration of blockchain technology into institutional finance.
Position Overview
We are seeking a Senior Product Manager to own the core Risk Engine and Trading Infrastructure for our institutional Prime Brokerage (PB) line. In this dual-focus role (70% Risk & Clearing, 30% Trading Execution), you will lead the architecture of real-time cross-venue risk management models while optimizing high-performance order routing networks. You will bridge traditional finance credit frameworks with Web3 digital asset execution, ensuring institutional clients maximize capital efficiency while guaranteeing zero credit or market risk for the platform.
Key Responsibilities
1. Core Risk Engine & Financing Models (70% Weight)
- Architect Portfolio Cross-Margining: Design real-time LTV (Loan-to-Value) calculation models and cross-venue net exposure netting systems across global exchanges and custody networks.
- Automate Risk Mitigation: Build and optimize high-concurrency wind-down workflows, specifically automated Breached Alert notification flows and Force Reduce Instructions (liquidation path execution) to neutralize market volatility in real time.
- Post-Trade & Multi-License Clearing: Define the risk/accounting isolation framework for multi-entity, multi-license global billing (e.g., SG, DU), ensuring immutable data-snapshot logic for compliant localized invoicing.
- Define Financing Products: Shape the product design for institutional financing options, including DMA Loans, margin lending, and credit/leverage allocation rules.
2. Institutional Trading & Execution Infrastructure (30% Weight)
- OMS/EMS Architecture: Lead the product lifecycle of our institutional Order Management System (OMS) and Execution Management System (EMS) to ensure seamless multi-venue trade execution.
- Algo & Block Orders: Drive the product strategy for Algo Orders (TWAP, VWAP, implementation shortfall) and Large Block (RFQ) orders to minimize market impact for institutional clients.
- Smart Order Routing (SOR): Expand and optimize the platform's liquidity network, defining aggregation and smart routing logic across global top-tier exchanges and OTC desks.
Required Qualifications & Experience
- Experience: 5+ years of PM experience in FinTech, Web3 PB, or Tier-1 Investment Banks, specifically working within Risk Tech, Cleared Derivatives, Quantitative Trading, or Order Routing divisions.
- Hardcore Domain Expertise: Deep knowledge of financial risk management frameworks (VaR, real-time stress testing, portfolio margining) and institutional financing derivatives (Forwards, Futures, Options).
- Technical Mastery: Strong understanding of high-performance risk data pipelines, Exchange APIs (FIX/Websockets/REST), MPC custody logic, and database query architecture.
- Architecture Mindset: Proven track record of designing universal, generic system logic to handle complex clearing edges instead of hardcoded hotfixes.
