Digital Asset Risk Control（Onchain)

KuCoin Exchange; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

KuCoin Exchange invites a seasoned risk management professional to lead fund risk monitoring, implement policy rules for allocation and liquidity, and collaborate across product, trading, finance and compliance to tighten controls.

You will build daily risk dashboards, run stress tests, and evaluate asset, funding and liquidity risks to safeguard operations in a volatile crypto market.

Qualifications

• Bachelor's degree or above in a quantitative field.
• At least 3 years in risk management or crypto asset risk.
• Familiar with exchange operations: spot, derivatives, and lending.
• Strong data analysis using SQL/Python/Excel.
• Ability to identify risks and drive cross-team solutions.

Responsibilities

• Establish and maintain the exchange's fund risk monitoring system.
• Formulate fund allocation rules including risk capital and stop-loss.
• Collaborate to implement risk parameters such as collateral ratio and liquidation threshold.
• Build daily risk reports and dashboards on asset and funding risk.
• Conduct stress tests for extreme market conditions.
• Track risk benchmarks against global exchanges and DeFi protocols.

Skills

Risk management

Crypto risk

Data analysis

SQL

Python

Excel

Asset risk assessment

Cross-team collaboration

Stress testing

Lending risk

Education

Bachelor's degree or above in a quantitative field

Tools

SQL

Python

Excel

Job description

Work Content:

1.Establish and maintain the exchange's fund risk monitoring system, covering core indicators such as fund transfer, fund occupation, liquidity gap, term mismatch, asset-liability matching, and abnormal fund flow.

2.Responsible for formulating business fund allocation rules, including different business lines' fund budgets, risk capital occupation, return-risk ratio assessment, fund usage upper limit, stop-loss mechanism, and emergency recovery mechanism.

3.Collaborate with product, trading, market-making, finance, settlement, compliance, technology and other teams to promote the implementation of risk parameters, including collateral ratio, lending interest rate, limits, asset stratification, liquidation threshold, risk warning line, etc.

4.Build daily risk reports and monitoring dashboards, and regularly output reports on asset risk, lending risk, fund usage risk, business fund efficiency, and abnormal event review.

5.Conduct stress tests and emergency plan design for extreme market conditions, liquidity shocks, asset disengagement, chain-based security events, centralized liquidation, user runs, etc.

6.Track the asset risk management, funding rates, collateral management, fund pool management and liquidation mechanisms of mainstream exchanges and DeFi lending protocols to provide reference for internal strategy optimization.

Job Requirements

1.Bachelor's degree or above, majoring in financial engineering, mathematics, statistics, computer science, economics, finance, etc. are preferred.

2.At least 3 years of experience in risk management, risk control in exchanges, cryptocurrency lending, fund management, quantitative trading, market making, asset-liability management or related fields.

3.Familiar with the business of cryptocurrency exchanges, understanding the core business logic of spot trading, contracts, unified account UTA, leverage, lending, wealth management, etc.

4.Familiar with asset risk assessment methods, able to judge the risk level of assets from dimensions such as liquidity, volatility, depth, trading volume, position concentration, chain security, market manipulation risk, etc.

5.Familiar with the risk control logic of lending business, understanding key indicators such as LTV, collateral ratio, liquidation line, discount rate, capital utilization rate, bad debt rate, liquidity pool, interest rate model, etc.

6.Familiar with the risk control and allocation logic of funds, able to assess the capital occupation, return-risk ratio, liquidity demand and the recovery ability of funds in extreme situations of different business lines.

7.Have strong data analysis capabilities, proficient in using one or more tools such as SQL, Python, Excel, and be able to independently complete data extraction, analysis and risk monitoring.

8.Have a good understanding of market risk, liquidity risk, credit risk, operational risk, and possess the ability to independently identify problems and drive solutions.

9.Have strong cross-departmental communication skills, able to make balanced judgments between business growth and risk control.

10.Highly sensitive to the cryptocurrency market, able to quickly respond to extreme market conditions, abnormal asset fluctuations, chain security incidents and liquidity risk events.

1.Have experience in headquartering cryptocurrency exchanges, crypto lending platforms, DeFi protocols, market makers, quantitative funds or financial institutions' fund management.

2.Have participated in account management, lending, collateral and liquidation mechanisms of platforms such as OKX, Binance, Bybit, Deribit, Aave, Compound, MakerDAO, etc.

4.Have experience in exchange Treasury, fund pool, business fund allocation, and liquidity management.

5.Be capable of building risk models, stress testing models or automated monitoring systems.