Senior Model Risk Quant Manager (FinCrime AML)

Added
4 days ago
Type
Full time
Salary
Salary not provided

Related skills

bigquery snowflake r sql python

πŸ“‹ Description

  • Lead independent validation of FinCrime, AML, AI/ML, and Generative AI models.
  • Assess model theory, data quality, lineage, and crypto risk applicability.
  • Back-testing, drift detection, and performance testing of models.
  • Challenge 1LOD model owners; document findings and remediations.
  • Author validation reports for governance committees and regulators.
  • Help build enterprise AI governance and validation playbooks.

🎯 Requirements

  • Master's or PhD in quantitative field or equivalent experience.
  • 8+ years in quantitative work; 3+ years in independent validation (2LOD).
  • Experience validating risk models (credit, market, FinCrime, AML).
  • Hands-on validation of statistical, ML, AI/ML, and Generative AI models.
  • Knowledge of MRM and AI governance frameworks (SR 11-7 / EU AI Act).
  • Strong programming in Python, SQL, and R.

🎁 Benefits

  • Global, diverse, crypto-focused team.
  • Impactful work shaping enterprise AI governance.
  • Exposure to FinCrime/AML model validation.
  • Opportunity to present findings to risk committees and regulators.
  • Occasional travel to OKX hub offices.
  • Supportive, collaborative work culture.
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