Sobre esta vaga de Product Manager / Director, Institutional Liquidity & Growth na OKX
OKX · Presencial · Singapore, Singapore
OKX will be prioritising applicants who have a current right to work in Singapore, and do not require OKX's sponsorship of a visa.
Who We Are
At OKX, we believe that the future will be reshaped by crypto, and ultimately contribute to every individual's freedom.
OKX is a leading crypto exchange, and the developer of OKX Wallet, giving millions access to crypto trading and decentralized crypto applications (dApps). OKX is also a trusted brand by hundreds of large institutions seeking access to crypto markets. We are safe and reliable, backed by our Proof of Reserves.
Across our multiple offices globally, we are united by our core principles: We Before Me, Do the Right Thing, and Get Things Done. These shared values drive our culture, shape our processes, and foster a friendly, rewarding, and diverse environment for every OK-er.
OKX is part of OKG, a group that brings the value of Blockchain to users around the world, through our leading products OKX, OKX Wallet, OKLink and more.
About The Opportunity
We are looking for a Senior Institutional Liquidity Product Manager to own the management and improvement of liquidity across OKX's spot, margin, futures, perpetual swap and options markets.
You will work closely with institutional traders, market makers, HFT firms and quantitative teams to identify liquidity gaps and develop market-structure, product and commercial solutions that improve execution quality and market competitiveness.
This is a strategic and hands-on role combining market microstructure expertise, quantitative analysis, product delivery and commercial ownership. You will partner with Quant, Data, Engineering, Risk, Relationship Managers , Operations and external liquidity providers to turn order-book data and client trading behaviour into measurable improvements in spread, depth, slippage, trading volume, market share and resilience during stressed markets.
What You’ll Be Doing
Liquidity Strategy, Analytics and Delivery
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Analyse institutional client needs, market-maker and HFT trading behaviour, market trends, competitor liquidity, fee structures, order types and liquidity programmes to identify opportunities for differentiation.
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Own the liquidity product roadmap across spot, margin, futures, perpetual swaps and options, including monitoring capabilities, order types, market structure, maker protection and liquidity improvement initiatives.
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Translate quantitative analysis and institutional trading requirements into clear product specifications and solutions. Work closely with Quant, Data, Engineering, Matching Engine, Risk and Relationship managers teams to deliver scalable solutions from problem definition through launch.
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Define targets, baselines, guardrails and post-launch measurement for each liquidity initiative. Use controlled or phased rollouts where appropriate, evaluate causal impact and ROI, and continuously adjust the roadmap based on data and client feedback.
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Understand participants' market-making, hedging, arbitrage, inventory-risk and latency-sensitive strategies, and translate these needs into product and programme requirements.
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Partner with Institutional Relationship Management teams to onboard and engage liquidity providers, communicate product and programme changes, gather structured feedback and improve participation in priority markets.
What We Look For In You
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Proven experience in liquidity management, electronic trading or market structure within a crypto or traditional exchange, market maker, HFT firm, proprietary trading firm, quantitative fund or institutional trading platform.
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Strong understanding of institutional and HFT trading strategies, including market making, cross-venue arbitrage, price discovery, hedging, inventory and risk management, adverse selection, toxic flow and latency-sensitive execution.
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A quantitative background in mathematics, statistics, computer science, financial engineering or a related field is strongly preferred.
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Hands-on ability with SQL and Python, with experience analysing large-scale order-book, order and trade data. Experience with Level 2 or Level 3 market data is highly valued.
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Deep knowledge of market microstructure, order books, matching, tick size, maker/taker economics, order types, execution quality and liquidity dynamics across spot and derivatives.
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Front-to-back knowledge of crypto, FX, equities, fixed income or listed derivatives, with the ability to apply that knowledge to new products and market structures.
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Strong product execution and stakeholder-management skills, with the ability to drive cross-functional delivery across Quant, Data, Engineering, Risk, Finance, Sales and Operations from problem definition to measurable outcome.
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Able to communicate credibly with traders, quants, engineers, senior executives and external partners.
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Fluent in English and Mandarin.
Perks & Benefits
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Competitive total compensation package
- L&D programs and education subsidy for employees' growth and development
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Various team building programs and company events
- Wellness and meal allowances
- Comprehensive healthcare schemes for employees and dependants
- More that we love to tell you along the process!
Notice:
All official OKX vacancies are published on this website. While roles may appear on selected third-party platforms from time to time, information on other sites may be inaccurate or outdated. If in doubt, please apply directly through our official careers website.
Information collected and processed as part of the recruitment process of any job application you choose to submit is subject to OKX's Candidate Privacy Notice.
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