We define Hecke correspondences and Hecke operators on unitary RZ spaces and study their basic geometric properties, including a commutativity conjecture on Hecke operators. Then we formulate the arithmetic fundamental lemma conjecture for the spherical Hecke algebra. We also formulate a conjecture on the abundance of spherical Hecke functions with identically vanishing first derivative of orbital integrals. We prove these conjectures for the case U(1)×U(2)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\ extrm{U} (1)\ imes \ extrm{U} (2)$$\\end{document}.
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