Job Description
This role focuses on establishing and maintaining a robust risk management framework for perpetual contracts and futures products. The position requires real-time monitoring, data analysis, and collaboration with compliance teams to ensure market stability and regulatory adherence.
Key Responsibilities
- Establishing a risk management system
- Develop risk parameters for perpetual contracts and futures products (leverage ratio, margin ratio, and forced liquidation rules)
- Design gradient margin and automatic reduction mechanisms
- Establish a market risk indicator monitoring system (liquidity risk, abnormal volatility, position concentration)
- Conduct regular stress tests and optimize risk control models
- Real-time risk monitoring and intervention
- 7x24 hour monitoring of contract market anomalies (inserted market trends, Whale account movements)
- Trigger circuit breaker mechanisms or mandatory position reductions when thresholds are reached
- Monitor trading situations and handle abnormal trading in long-short, short-term, and community scenarios
- Analyze on-chain data and exchange positions to identify potential market manipulation
- Risk control data analysis and modeling
- Construct Value at Risk (VaR) models and backtesting systems
- Assess maximum potential losses under extreme market conditions
- Optimize liquidation price calculation logic and liquidation allocation mechanisms
- Compliance and security collaboration
- Collaborate with compliance team on KYC/AML strategies for derivative business
- Ensure compliance with local regulations (position limits, qualified investor thresholds)
- Design monitoring plans for abnormal fund rates to prevent platform fund pool risks
Job Requirements
- Strong understanding of derivatives products and risk management principles
- Experience in quantitative risk modeling and data analysis
- Knowledge of blockchain technology and on-chain data analysis
- Ability to work in a fast-paced, 24/7 market environment
- Excellent problem-solving and decision-making skills under pressure
- Familiarity with financial regulations and compliance requirements
- Strong communication skills for cross-team collaboration
Preferred Qualifications
- Advanced degree in Finance, Mathematics, Computer Science or related field
- Professional certifications in risk management (FRM, PRM)
- Experience in cryptocurrency exchanges or fintech companies
- Programming skills for data analysis (Python, R, SQL)
