Product & DesignYesterday
Bitget
About us
Bitget is the world's largest Universal Exchange (UEX), serving over 125 million users and offering access to over 2M crypto tokens, 100+ tokenized stocks, ETFs, commodities, FX, and precious metals such as gold. The ecosystem is committed to helping users trade smarter with its AI agent, which co-pilots trade execution.
Bitget is driving crypto adoption through strategic partnerships with LALIGA and MotoGP™. Aligned with its global impact strategy, Bitget has joined hands with UNICEF to support blockchain education for 1.1 million people by 2027. Bitget currently leads in the tokenized TradFi market, providing the industry's lowest fees and highest liquidity across 150 regions worldwide.
What you'll do
1. Be responsible for the identification, analysis, design and continuous optimization of risks in the core mechanisms of transactions and financial products, converting market risks, credit risks, liquidity risks and user behavior risks into clear mechanism boundaries, parameter standards and system control requirements.
2. Based on personal expertise, independently be responsible for at least one of the following capability directions:
- UTA, unified margin, account equity, collateral discount, margin calculation, risk limits, liquidation, receivership, insurance pool, ADL and position liquidation losses;
- Index price, mark price, fair price, Funding, price protection, abnormal price source elimination and downgrade mechanism;
- Wealth management, lending, institutional credit, LTV, quota, concentration, redemption liquidity and counterparty risk;
- Core parameter governance, stress testing, sensitivity analysis, risk exposure and tail loss calculation;
- Copy Trading and other special business rules, incentives, order transmission, risk aggregation and abnormal downgrade mechanisms.
3. Conduct pre-risk reviews for new products, new businesses and major mechanism changes, clearly defining risk red lines, entry conditions, parameter boundaries, blocking items, monitoring indicators and launch acceptance standards.
4. Establish a mechanism health monitoring and abnormal warning system, promptly identifying issues such as margin failure, price deviation, clearing anomalies, parameter mismatch,失控 risk exposure and protection mechanism missteps.
5. Take professional responses to major risk events within the responsible capability domain， completing risk judgment， emergency stop-loss suggestions， parameter adjustments， downgrade or rollback plans， as well as event review and rectification acceptance.
6. Collaborate with product， platform risk control， algorithm， data， R&D and SRE teams to convert risk requirements into product solutions， calculation logic， test cases， monitoring alerts， emergency plans and system capabilities.
What you'll need
1. Bachelor's degree or above, with a preference for finance engineering, mathematics, statistics, computer science, economics or other related fields.
2. At least 3 years of experience in trading platforms, derivatives, market risk, clearing, margin, financial product risk control or related areas; senior positions usually require 5 years or more of relevant experience.
3. Able to independently manage one financial mechanism area, with complete experience from risk identification, data analysis, mechanism design to product promotion and launch acceptance.
4. Familiar with the following or all mechanisms:
- Perpetual contracts, futures, options or margin trading;
- Per-transaction, full position, combined margin or unified account;
- Initial margin, maintenance margin, risk limits and stepped leverage;
- Liquidation, partial reduction of positions, takeover, insurance pool and ADL;
- Index price, mark price, Funding and basis;
- Collateral, LTV, lending, credit and liquidity management.
5. Possess good quantitative analysis skills, capable of using SQL for data extraction and analysis; those who can use Python for stress testing, scenario simulation or parameter evaluation are preferred.
6. Understand market microstructure issues such as order book, market depth, slippage, price impact, cross-market liquidity and market manipulation.
岗位职责：
1. 负责交易及金融产品核心机制的风险识别、分析、设计与持续优化，将市场风险、信用风险、流动性风险和用户行为风险转化为明确的机制边界、参数标准和系统控制要求。
2. 根据个人专长，独立负责以下至少一个能力方向：
- UTA、统一保证金、账户权益、抵押品折扣、保证金计算、风险限额、强平、接管、保险池、ADL及穿仓损失；
- 指数价格、标记价格、公允价格、Funding、价格保护、异常价格源剔除及降级机制；
- 理财、借贷、机构信用、LTV、额度、集中度、赎回流动性及交易对手风险；
- 核心参数治理、压力测试、敏感性分析、风险敞口和尾部损失测算；
- Copy Trading及其他特殊业务的规则、激励、订单传导、风险聚集和异常降级机制。
3. 对新产品、新业务及重大机制变更开展事前风险评审，明确风险红线、准入条件、参数边界、阻断项、监控指标及上线验收标准。
4. 建立机制健康度监控和异常预警体系，及时发现保证金失效、价格偏离、清算异常、参数失配、风险敞口失控及保护机制误伤等问题。
5. 承担所负责能力域的重大风险事件专业响应，完成风险判断、应急止损建议、参数调整、降级或回滚方案，以及事件复盘和整改验收。
6. 与产品、平台风控、算法、数据、研发及SRE团队协作，将风险要求转化为产品方案、计算逻辑、测试用例、监控告警、应急预案和系统能力。
任职要求：
1. 本科及以上学历，金融工程、数学、统计、计算机、经济学或其他相关专业优先。
2. 具备3年以上交易平台、衍生品、市场风险、清算、保证金、金融产品风控或相关工作经验；资深岗位通常需要5年以上相关经验。
3. 至少能够独立负责一个金融机制领域，具备从风险识别、数据分析、机制设计到产品推动和上线验收的完整经验。
4. 熟悉以下部分或全部机制：
- 永续合约、期货、期权或保证金交易；
- 逐仓、全仓、组合保证金或统一账户；
- 初始保证金、维持保证金、风险限额和阶梯杠杆；
- 强平、部分减仓、接管、保险池和ADL；
- 指数价格、标记价格、Funding和基差；
- 抵押品、LTV、借贷、信用及流动性管理。
5. 具备良好的定量分析能力，能够使用SQL完成数据提取和分析；能够使用Python进行压力测试、情景模拟或参数评估者优先。
6. 理解订单簿、市场深度、滑点、价格冲击、跨市场流动性和市场操纵等市场微观结构问题。
Why Bitget?
If you are ambitious and believe that digital assets could be the next financial and technological revolution, please apply!
For more information regarding candidates' personal data processing, please refer to Bitget Candidate Privacy Notice.
Bitget