Job description
Job Responsibilities
- Responsible for the development of the risk control system, ensuring the closed-loop flow of risk control decision results, including: automatic interception, position smoothing, and warning push.
- Design and implement algorithms for detecting market manipulation behaviors, including: volume spoofing/fake trading identification, self-trade detection, delayed arbitrage monitoring, and price manipulation pattern mining.
- Establish and continuously improve the user trading behavior profiling system, identifying abnormal accounts and bot cluster behaviors based on multi-dimensional features (trading frequency, order types, leverage usage, capital flow, etc.).
- Responsible for the integration and processing of real-time market data and order flow data, building a low-latency data pipeline to provide millisecond-level feature computation capabilities for risk control rules.
- Build a risk control monitoring dashboard and alert system to display key data in real-time, including strategy risk indicators, violation interception statistics, and system operational status.
- Collaborate with the quantitative development team to deploy to the risk control production environment, enhancing the timeliness and accuracy of risk identification.
- Continuously iterate and optimize risk control models and rules, seeking a dynamic balance between "false positives" and "missed alerts" to reduce interference with normal users.
- Participate in code reviews, unit testing, and CI/CD process construction to ensure code quality and system reliability.
Qualifications
- Bachelor's degree or above in Computer Science, Software Engineering, Mathematics, Statistics, Financial Engineering, or related fields.
- Over 3 years of development experience in related positions at well-known centralized exchanges.
- Proficient in Java, concurrent programming, and memory management; experience in low-latency programming is preferred.
- Solid foundation in computer science, familiar with common algorithms, data structures, and design patterns.
- Understanding of core products of exchanges (spot/perpetual contracts/wealth management), familiar with core logic such as order books, matching engines, and leverage/margin calculations.
- Strong sense of responsibility, with a high sensitivity and respect for risk, able to remain calm and rational in a fast-paced trading environment.
- Excellent logical thinking and problem decomposition skills, able to translate complex business risks into actionable technical solutions.
- Ability to collaborate across departments, effectively communicating with quantitative researchers, traders, and product managers.