工作描述
7 天前
• Responsible for the product design and iteration of a unified trading account system, covering underlying financial modules such as multi-currency full margin trading, leveraged trading, margin and risk limit logic, and interest and funding rate settlement mechanisms.
• Develop a deep understanding of cross-product asset interoperability mechanisms (spot, perpetual contracts, options, leveraged accounts, etc.), and drive the design of account fund pooling, unified asset valuation, and collateral ratios.
• Participate in or lead the design of the risk control engine and clearing system: including the optimization and strategy formulation of core logics such as risk limits, tiered margin requirements, delayed liquidation, and debt repayment paths.
• Collaborate with the quantitative team and matching development to improve account-level fund verification, position collateral, and automated rebalancing logic, enhancing system stability and user experience.
• Drive the construction of a unified risk control and margin sharing system across multiple products, enabling users to seamlessly allocate margin, reuse leverage, and improve capital utilization across different products.
• Design and optimize the account-level return, cost, and risk indicator system (such as risk value ratio, effective leverage, and unrealized profit and loss sharing mechanism) to support transparency in platform risk control, clearing, and risk control reports.
• Participate in research on integrating DEXs with on-chain account models, and evaluate the feasibility of decentralized clearing, on-chain margin, and smart contract staking solutions under a unified account system.
• Maintain in-depth monitoring of the unified account architectures of mainstream exchanges in the industry, and develop internal benchmarking documents and differentiated iteration suggestions.
• Develop a deep understanding of cross-product asset interoperability mechanisms (spot, perpetual contracts, options, leveraged accounts, etc.), and drive the design of account fund pooling, unified asset valuation, and collateral ratios.
• Participate in or lead the design of the risk control engine and clearing system: including the optimization and strategy formulation of core logics such as risk limits, tiered margin requirements, delayed liquidation, and debt repayment paths.
• Collaborate with the quantitative team and matching development to improve account-level fund verification, position collateral, and automated rebalancing logic, enhancing system stability and user experience.
• Drive the construction of a unified risk control and margin sharing system across multiple products, enabling users to seamlessly allocate margin, reuse leverage, and improve capital utilization across different products.
• Design and optimize the account-level return, cost, and risk indicator system (such as risk value ratio, effective leverage, and unrealized profit and loss sharing mechanism) to support transparency in platform risk control, clearing, and risk control reports.
• Participate in research on integrating DEXs with on-chain account models, and evaluate the feasibility of decentralized clearing, on-chain margin, and smart contract staking solutions under a unified account system.
• Maintain in-depth monitoring of the unified account architectures of mainstream exchanges in the industry, and develop internal benchmarking documents and differentiated iteration suggestions.
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