Job description
Responsibilities
1. Responsible for the product design of the trading risk system, including Net/Gross Exposure, OI, Concentration, Long/Short Imbalance, Liquidation, Insurance Fund, etc.
2. Promote the dynamic and automated management of risk parameters such as Position Limit, OI Limit, Leverage, Margin, Collateral Ratio, Haircut, Reduce-only, etc.
3. Build Portfolio Risk / Cross-Asset Risk capabilities to support Unified Collateral and Portfolio Margin.
4. Establish Stress Test scenarios and real-time Risk Dashboard in collaboration with the Quant/Risk/Trading teams.
5. Design protective mechanisms for scenarios such as stock market close, weekend gaps, Oracle anomalies, liquidity exhaustion, and extreme one-sided markets.
6. Responsible for the evolution of risk rules from manual operations to systematic, real-time, and configurable processes.
Requirements
1. Experience in exchange, futures, derivatives, brokerage risk control or trading system products.
2. Understanding of mechanisms such as margin, forced liquidation, ADL, insurance fund, Mark Price, Funding, Portfolio Margin, etc.
3. Data sensitivity, able to collaboratively define risk models and system rules with Quants, traders, and developers.
4. Note: This position is for Trading/Market Risk, not AML/KYC compliance risk control.