Job description
Responsibilities
1. Continuously research new tradable Underlyings, including Pre-IPO / Private Market, AI Compute / GPU, event markets, interest rates, energy, electricity, carbon, freight, data, alternative commodities, and other emerging markets.
2. Establish a new market research framework: user needs, market size, price sources, liquidity, volatility, trading hours, settlement methods, regulatory attributes, manipulation risks, and competitive landscape.
3. Collaborate with quantitative, trading, risk control, and R&D teams to complete product structure design, determining the suitability of Spot, Perpetual, Index, Basket, Event Contract, or other trading structures.
4. Maintain the New Market Pipeline, from Idea → Research → Pricing → Risk → Liquidity → Pilot → Scale, continuously forming a 6-24 month innovative market reserve.
5. Track product innovations from global exchanges, futures exchanges, Prediction Markets, RWA, Private Markets, and new derivative platforms.
Requirements
1. Experience in trading, financial products, derivatives, quantitative trading, or exchange products; outstanding candidates may have relaxed industry experience requirements.
2. Strong interest in market mechanisms, with the ability to understand fundamental concepts such as price indices, Oracles, Funding, Mark Price, liquidity, and settlement.
3. Not a purely feature-copying PM; must possess the ability to identify “tradability” from non-standard assets.
4. Experience in futures, derivatives, alternative data, RWA, Prediction Markets, Private Markets, or quantitative trading is preferred.