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Risk Quantitative Lead

OKX
United States
Full time
$214,000 - $257,000 per year
Remote

Overview

Department

Engineering

Job type

Full time

Compensation

$214,000 - $257,000 per year

Location

United States, North America

Company size

Mature [ 50+ employess ]

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A Risk Quantitative Lead is needed at OKX to manage market, liquidity, and counterparty risks. The role involves model validation, data analysis, and tool-building to support risk management in a crypto exchange.

Requirements

  • Master’s or Ph.D. in Quantitative Finance, Mathematics, Statistics, Computer Science, or other quantitative fields.
  • Proven track record of (or 8+ years of experience in) the quantitative risk management or model validation area.
  • Strong knowledge of machine learning techniques, financial modeling and statistical techniques in Finance (TradFi or crypto). Hands-on experience with stochastic calculus and numerical methods in pricing and risk models.
  • Proficiency in programming languages such as C, C++, Java, Python or equivalent. Experience with data handling and statistical analysis (e.g., pandas, NumPy, scikit-learn, SQL).
  • Familiarity with Fraud detection models, Payment Risk Models or Compliance models is a plus.
  • Strong communication skills to present complex findings to both technical and non-technical stakeholders.

    • Responsibilities

  • Model Validation and Research
  • Evaluate conceptual soundness of models by assessing the model theory (incl. model assumptions, limitations), model construction and model testing in relation to the known model use cases.
  • Review model performance and design and conduct independent model testing, both standardized and tailored such as back-testing, stress testing, benchmarking to specifics of the model’s type, implementation and usage.
  • Maintain documentation and support model governance in accordance with internal policies and regulatory expectations. Assist on periodic model performance review or revalidation.
  • Data Analytics and Tooling
  • Design and maintain mathematical models for risk estimation. Develop analytics tools, dashboards, and automated reports for internal stakeholders.
  • Conduct exploratory data analysis and statistical research to identify signals or risk drivers.
  • Analyze large datasets (market, fundamental, alternative data).
  • Cross-functional Support
  • Work closely with stakeholders to translate business needs into quantitative solutions.
  • Help improve decision-making by providing actionable insights derived from quantitative analysis.
  • Contribute to performance attribution, scenario analysis, or stress testing as needed.

    • Benefits

  • Competitive total compensation package
  • L&D programs and Education subsidy for employees' growth and development
  • Various team building programs and company events
  • Wellness and meal allowances
  • Comprehensive healthcare schemes for employees and dependants
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