金融产品与风控经理

This is a fully remote position, open to applicants in China.

📋 Description

• Design and iterate the mechanics of derivative products, including perpetual contract funding rates, methodologies for marking prices/index prices, margin systems, liquidation mechanisms, and ADL.

• Participate in the product definition of account systems and risk isolation structures, collaborating with protocol and engine teams for implementation.

• Monitor product mechanisms and parameter practices of CEX and on-chain competitors, providing comparative analyses and improvement suggestions.

• Build and maintain a comprehensive risk parameter framework across the platform, including initial/maintenance margin rates, leverage tiers, position limits, price protection bands, funding rate parameters, and insurance fund strategies.

• Regularly calibrate parameters based on market depth, volatility, and on-chain/off-chain liquidity data, executing emergency adjustments during extreme market conditions.

• Monitor platform risk exposure, including concentration of large holder positions, health of the insurance fund, efficiency of liquidation, and unusual trading behavior.

• Establish risk warning and response mechanisms.

• Review significant market events and liquidation incidents, producing reports and driving mechanism improvements.

• Oversee the complete process for the launch of new tokens/new contracts, including asset evaluation, index source selection and weighting, initial parameter setting, launch checks, and observation period management.

• Manage delisting/migration processes and user position handling solutions.

• Interface with market makers and institutional clients on product and parameter-related issues, collaborating with BD to evaluate the risks of customized demands.

• Draft and maintain product rule documents, parameter announcements, and external explanations of risk control policies.

⛳️ Requirements

• Over 3 years of experience in product/risk control/trading related to crypto exchanges (CEX/DEX), market makers, proprietary trading, or traditional derivatives institutions.

• Proven trading experience (individual or institutional), with a practical understanding of perpetual contract funding rates, basis, liquidation, and slippage.

• In-depth understanding of the fundamentals of derivative pricing and risk management: margin models, volatility, liquidity risk, counterparty/underwater risk.

• Proficient in using data analysis tools (SQL/Python/dashboarding) to support parameter decisions.

• Capable of independently managing a complete module (such as the listing process or parameter framework), from design to implementation and daily operations.

• Ability to work in both Chinese and English as daily working languages.

• Preferred: Extensive experience with on-chain perpetual DEXs (e.g., Hyperliquid, dYdX, GMX) in usage or operations.

• Preferred: Involvement in the design of exchange risk parameter frameworks, liquidation engines, or pooled margin systems.

• Preferred: Familiarity with oracle/index pricing mechanisms and their manipulation risks.

• Preferred: Experience in at least one risk control scenario during extreme market conditions.

• Preferred: Background in market making or quantitative strategies.

🏝️ Benefits

• Traditional benefits or additional compensation not explicitly listed.

• Responsible for the platform's financial products, parameter systems, new asset listing processes, and daily risk control operations.

• Ability to work in both Chinese and English as daily working languages.