Job Description:
Position Title: Financial Products & Risk Control Manager
Product Design
- Design and iterate derivative product mechanisms: perpetual contract funding rates, mark price/index price methodology, margin system, liquidation mechanisms, ADL, etc.
- Participate in defining product structures for account systems and risk isolation, collaborating with protocol and engine teams for implementation.
- Monitor product mechanisms and parameter practices of CEX and on-chain competitors, providing comparative analysis and improvement suggestions.
Parameter Setting & Risk Control
- Establish and maintain a comprehensive platform risk parameter framework: initial/maintenance margin rates, leverage tiers, position limits, price protection bands, funding rate parameters, insurance fund strategies, etc.
- Regularly calibrate parameters based on market depth, volatility, and on-chain/off-chain liquidity data; execute emergency parameter adjustments during extreme market conditions.
- Monitor platform risk exposure: large trader position concentration, insurance fund health, liquidation efficiency, abnormal trading behavior; establish early warning and response mechanisms.
- Review major market events and liquidation incidents, produce reports, and drive mechanism improvements.
Listing & Daily Operations
- Oversee the entire new token/contract listing process: asset evaluation (liquidity, market cap, manipulation risk), index source selection and weighting, initial parameter setting, listing checks, and observation period management.
- Manage delisting/migration processes and corresponding user position handling solutions.
- Address product and parameter-related inquiries from market makers and institutional clients; collaborate with BD to assess risks of customized requirements.
- Prepare and maintain product rule documentation, parameter announcements, and external explanations of risk control policies.
Job Requirements:
- 3+ years of relevant experience in product/risk control/trading at crypto exchanges (CEX/DEX), market makers, proprietary trading firms, or traditional derivatives institutions.
- Hands-on trading experience (personal or institutional) with intuitive understanding of perpetual contract funding rates, basis, liquidation, slippage, etc.
- In-depth knowledge of derivatives pricing and risk management fundamentals: margin models, volatility, liquidity risk, counterparty/insolvency risk.
- Proficiency in data analysis tools (SQL/Python/data dashboards) to support parameter decision-making.
- Ability to independently own a complete module (e.g., listing process or parameter framework) from design to implementation and daily operations.
- Fluent in English and Chinese as working languages.
Preferred Qualifications:
- Deep experience using or operating on-chain perpetual DEXs (Hyperliquid, dYdX, GMX, etc.).
- Participation in designing exchange risk parameter frameworks, liquidation engines, or portfolio margin systems.
- Familiarity with oracle/index price mechanisms and their manipulation risks.
- Experience handling risk control during at least one extreme market event.
- Background in market making or quantitative strategies.
Benefits:
- Highly competitive compensation package.
- 100% flexible remote work with a flat organizational structure and open communication culture.
- Access to cutting-edge global Web3 resources and ample career growth opportunities alongside rapid platform expansion.
- Direct application portal: https://davionlabs.bamboohr.com/careers/77?source=aWQ9MzM%3D
