首席系统架构师/技术专家（PERPS风控与清算引擎）

职位定位：

作为风控系统的技术蓝图设计者，你负责 Perps 风控引擎的技术性能与架构稳定性。你的目标是构建一个高性能、确定性的系统，能够处理毫秒级的保证金校验，并在极端行情下支撑海量清算订单流，保证撮合引擎性能稳定。

职位描述：

1. 低延迟风控引擎架构设计

• 嵌入式风控逻辑：设计交易前（Pre-trade）与交易后（Post-trade）的风控校验架构（如保证金检查、PnL 计算），确保风控逻辑以亚毫秒级的延迟无缝嵌入撮合链路。
• 高性能状态机：构建高性能的账户状态机，处理全仓/逐仓模式下复杂的永续合约状态（仓位、保证金、未实现盈亏、挂单占用）。
• 高可用与自愈：确保风控与清算服务在极端负载（市场暴跌）下具备强韧性，能够实现状态的瞬间恢复和故障平滑切换。

2. 高吞吐量清算流水线 (Pipeline)

• 清算订单注入系统：设计清算订单流进入撮合引擎的机制，确保清算的公平性，并防止因系统自身清算单过载引发的“性能死循环”。
• 并行计算优化：利用并行处理（如 SIMD、多线程并行计算）或专用数据结构，优化保证金计算引擎，使其具备同时评估数百万活跃账户的能力。

3. 数据基础设施与预言机架构

• 高频价格馈送：设计指数价格与标记价格的处理管线，确保系统能处理每秒数百次的多源价格更新，且保持零抖动（Zero Jitter）。
• 计算确定性：确保分布式环境下的风控计算具备确定性（Determinism），彻底杜绝“幽灵清算”或账户状态不一致问题。

4. 性能压测与边界扩展

• 极限压力测试：通过模拟单秒百万级清算请求，定义系统的架构极限和扩容阈值。
• 资源隔离机制：设计资源隔离方案，确保单个大户复杂的保证金计算逻辑不会阻塞其他普通用户的交易流水。

职位要求：

• 4 年以上后端架构经验，至少 3 年以上交易系统（CEX/DEX/HFT）核心开发经验。
• 精通 Rust或其他开发语言，深度理解低延迟编程、内存管理及无锁（Lock-free）数据结构。
• 精通分布式系统架构，熟悉高性能模式（如 LMAX Disruptor、事件溯源 Event Sourcing）。
• 深度掌握永续合约生命周期：从下单、风控校验、撮合，到标记价格触发清算的全过程。
• 有设计过账户/钱包系统或清算结算引擎（Clearing Engine）的实际案例。
• 具备将复杂的金融模型（如阶梯 MMR、ADL 权重排序）转化为简洁、高性能代码架构的能力。

Job Title: Principal System Architect (CEX/DEX PERPS Risk & Liquidation Engine)

Location: Global / Remote

Team: Trading Engine /Risk Engineering

Role Purpose:

As a System Architect, you are responsible for the technical blueprint and performance of the Perps Risk Engine. Your goal is to build a high-concurrency, deterministic system that performs millisecond-level margin checks and handles massive liquidation order flows without degrading the Matching Engine's performance.

Key Responsibilities:

1. Risk Engine Core Architecture

• Low-Latency Risk Checks: Design the architecture for Pre-Trade & Post-Trade risk validation (e.g., Margin checking, PnL calculation) to ensure they are seamlessly integrated into the Matching Engine pipeline with sub-millisecond latency.
• State Management: Architect a high-performance Account State Machine that handles complex Perps states (Position, Margin, Unreleased PnL) across Cross and Isolated margin modes.
• High Availability: Ensure the Risk Engine and Liquidation Service are resilient to single-point failures and can recover state instantaneously during high-load periods (market crashes).

1. High-Throughput Liquidation Pipeline

• Order Flow Management: Design the system for injecting liquidation orders into the Matching Engine, ensuring fairness and preventing system-induced "Liquidation Spirals."
• Parallel Computing: Optimize the Margin Calculation Engine using parallel processing (e.g., SIMD, Multi-threading) or specialized data structures to handle millions of active accounts simultaneously.

1. Data & Oracle Infrastructure

• High-Frequency Price Feeds: Architect the pipeline for Index & Mark Price updates, ensuring the system can process 100+ price updates per second from multiple external venues with zero jitter.
• Consistency & Determinism: Ensure that risk calculations are deterministic across distributed nodes, preventing "Ghost Liquidations" or inconsistent account states.

1. Performance Benchmarking & Scaling

• Stress Performance: Define the architectural limits of the system via load testing (e.g., simulating 1M+ liquidations/sec).
• Resource Isolation: Design mechanisms to isolate risk processing resources so that a single large account’s complex margin calculation doesn’t block other users’ orders.

Key Requirements:

• 4+ years of experience in Backend Architecture, with at least 3 years in Trading Systems (CEX/DEX/HFT).
• Mastery of Rust, or else coding language with a deep understanding of low-latency programming, memory management, and lock-free data structures.
• Expertise in Distributed Systems, high-concurrency patterns (LMAX Disruptor, Event Sourcing), and message queuing.
• Deep technical understanding of the Perpetual Swap lifecycle: from order placement and margin check to mark price trigger and liquidation.
• Proven experience in designing Account/Wallet systems or Clearing & Settlement engines.
• Ability to translate complex mathematical models (like tiered MMR or ADL ranking) into clean, maintainable, and highly optimized code.