Create SECURITY.md

SECURITY.md

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+# Security Policy
+
+## Reporting a Vulnerability
+
+The Lido team appreciates your efforts to responsibly disclose your findings and will make every effort to acknowledge your contributions.
+
+To report a security issue, please use the [Lido Bug Bounty program on Immunefi](https://immunefi.com/bounty/lido).
+
+The Immunefi platform allows the Lido team to better track and respond to vulnerabilities, while also providing an opportunity for researchers to be rewarded for their findings.
+
+Please DO NOT file a public issue on GitHub or disclose the vulnerability publicly in any way before it has been addressed by the Lido core contributors.
+
+## Scope
+
+For details on what is considered in scope for the bug bounty program, please refer to the Lido Bug Bounty page on Immunefi.
+
+## Process
+
+1. Submit your report through the Immunefi platform.
+2. The Lido team will assess the report and may ask for additional information or clarification.
+3. Once validated, the team will work on a fix and coordinate the release process.
+4. After the fix has been deployed, the team will publish a security advisory and acknowledge your contribution (if you wish to be credited).
+
+Thank you for helping keep Lido and its users safe!