Risk Quantitative Lead

Job Description

OKX is seeking a Risk Quantitative Lead to join their Central Risk function. This role involves model validation, data analysis, strategy research, and tool-building to support risk management in the crypto exchange. The ideal candidate will be a strong problem-solver with excellent programming skills and a deep understanding of quantitative methods.

Role Involves:

• Evaluating the conceptual soundness of models.
• Reviewing model performance and conducting independent model testing.
• Maintaining documentation and supporting model governance.
• Designing and maintaining mathematical models for risk estimation.
• Developing analytics tools, dashboards, and automated reports.
• Conducting exploratory data analysis and statistical research.
• Analyzing large datasets.
• Working closely with stakeholders to translate business needs into quantitative solutions.
• Improving decision-making by providing actionable insights.
• Contributing to performance attribution, scenario analysis, or stress testing.

Requirements:

• Master’s or Ph.D. in Quantitative Finance, Mathematics, Statistics, Computer Science, or other quantitative fields.
• 8+ years of experience in quantitative risk management or model validation.
• Strong knowledge of machine learning techniques, financial modeling, and statistical techniques.
• Proficiency in programming languages such as C, C++, Java, or Python.
• Experience with data handling and statistical analysis (e.g., pandas, NumPy, scikit-learn, SQL).
• Strong communication skills.

What OKX offers:

• 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