I operate a rapidly scaling DeFi protocol and the next growth stage hinges on a robust liquidity-risk framework. The core objective is to identify, measure, and mitigate market-driven liquidity threats that could impair trading depth, redemption capacity, and treasury health. Scope of work • Map current liquidity sources (CEX, DEX pools, lending markets) and profile their depth, slippage, and counter-party exposure. • Build a stress-testing model that simulates extreme volatility, sudden TVL outflows, and large redemptions using on-chain data, DEX aggregator APIs, and standard VaR / scenario-analysis techniques. • Propose dynamic liquidity buffers and circuit-breaker thresholds, complete with implementation steps for smart-contract or policy changes. • Draft a live monitoring dashboard (Python, SQL, Web3, or comparable stack) that flags breaches in real time and auto-generates weekly risk reports for stakeholders. Acceptance criteria 1. A documented liquidity-risk policy aligned with industry compliance guidelines. 2. Stress-test model delivered in an auditable Jupyter notebook (or similar) with reproducible results. 3. Real-time dashboard deployed to staging, showing accurate on-chain liquidity metrics for at least three trading pairs. 4. Handover session and concise SOP so internal analysts can maintain the framework. The engagement is singularly focused on risk management and mitigation—specifically market and financial risks with an emphasis on liquidity management—so prior experience in DeFi treasury or exchange-side risk desks is essential.