Risk Quantitative Lead

Summary

Join OKX's Central Risk function as a Risk Quantitative Lead and contribute to the robust risk management of a leading crypto exchange. This role involves model validation, data analysis, strategy research, and tool-building to support risk management in the crypto exchange. You will evaluate the conceptual soundness of models, review model performance, maintain documentation, and support model governance. The position also requires designing and maintaining mathematical models for risk estimation, developing analytics tools, and conducting exploratory data analysis. You will work closely with stakeholders, translate business needs into quantitative solutions, and help improve decision-making. The ideal candidate possesses strong problem-solving skills, excellent programming skills, and a deep understanding of quantitative methods.

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)
• Strong communication skills to present complex findings to both technical and non-technical stakeholders

Responsibilities

• 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
• 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)
• 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

Preferred Qualifications

Familiarity with Fraud detection models, Payment Risk Models or Compliance models is a plus

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