About Venus

Venus Protocol is a leading DeFi money market on BNB Smart Chain, powering decentralized lending, borrowing, and stablecoin generation for millions of users. As one of the Top DeFi protocol with billions in total value locked, Venus is redefining open finance by making liquidity accessible, efficient, and borderless.

Job Overview

As Risk Manager, you will own the end-to-end risk framework for Venus lending markets. You will monitor real-time exposures, tune liquidation parameters , and stress-test against black swans – all while collaborating with PMs, engineers, and governance. This is high-impact: your models prevent exploits, optimize capital efficiency, and keep TVL soaring.

Key Responsibilities

• Real-Time Risk Monitoring: Track credit, market, liquidity, and smart contract risks across lending pools. Monitor LTVs, utilization rates, liquidation cascades, oracle feeds, and protocol concentrations.
• Parameter Optimization weekly: Propose/adjust loan-to-value (LTV) ratios, liquidation thresholds, interest rates, and dynamic haircuts using VaR/EWMA models for volatile collaterals and all assets in Venus core pool(e.g., ETH, LSTs).
• Stress Testing & Scenarios: Run daily VaR, Monte Carlo sims, and extreme scenarios (e.g., 90% ETH drawdown, oracle hacks). Quantify PnL impacts, bad debt, and recovery times.
• Tooling & Analytics: Build dashboards (Dune/Grafana) for exposure aggregation across chains. Automate alerts for breaches; backtest strategies in Python.
• Governance & Reporting: Author risk reports for DAO votes; propose reward strategies for vaults/curators. Onboard new assets/markets.
• Cross-Functional: Partner with devs on oracle integrations, PMs on product launches, and compliance on regs (e.g., MiCA).

Skill and experience required

• 5+ years in risk management (TradFi hedge funds, crypto MM, or DeFi protocols).
• Deep DeFi expertise: Hands-on with Aave/Compound/Morpho; understand liquidations, recursive borrowing, over-collateralization.
• Quant Skills: Python/SQL for modeling (VaR, backtesting ); tools like Dune, Nansen, DeFiLlama
• Crypto Native: Track on-chain metrics; experience with oracles (Chainlink), MEV, cross-chain bridges.
• Degree: Quant field (Math/Econ/Finance); FRM/CFA a plus.
• Soft Skills: Analytical beast who communicates risks simply to non-quants. Thrives in fast-paced, remote chaos.

Nice-to-Haves

• Built DeFi risk dashboards or contributed to protocol governance.
• ML for credit scoring (on-chain reputation).
• Experience at Gauntlet/Risk DAO or CeFi lending.
• Solidity basics for risk param proposals

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