About the company
About OKX OKX is a leading crypto trading app, and a Web3 ecosystem. Trusted by more than 20 million global customers in over 180 international markets, OKX is known for being the fastest and most reliable crypto trading app of choice for investors and professional traders globally. Our Singapore office is a Product and Engineering hub and we are in the progress of expanding our teams in Singapore for the continuous growth of our global business. We build and maintain core trading platform with millions of daily active users. Design, Product and Engineering teams work cross-functionally to identify customer needs, and ship high-quality new features through fast iterations.
Job Summary
You'll Be Doing
📍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. 📍Document validation approach, observations, findings and conclusions in comprehensive validation reports. 📍Communicate results of model validation tests and observations within the team and to relevant stakeholders, where appropriate. 📍Interact with stakeholders such as model developers, model users and relevant stakeholders for model risk management related activities. 📍Assist the validation lead on quarterly and annual model performance review/revalidation, model inventory reconciliation, etc.
What We Look For In You
📍Master’s or Ph.D. in Quantitative Finance, Mathematics, Statistics, Computer Science, or other quantitative fields. 📍Proven track record of (or 3+ years of experience in) the risk management or model validation area, familiar with margin, pricing models of derivatives, stress testing etc 📍Strong knowledge of financial engineering, derivatives pricing models, and risk modeling in Finance (TradFi or crypto). 📍Hands-on experience with stochastic calculus, numerical methods, and statistical techniques used in pricing and risk models. 📍Proficiency in programming languages such as C, C++, Java, Python or equivalent. 📍Strong communication skills to present complex findings to both technical and non-technical stakeholders.
Looking for your next challenge? The world of crypto offers exciting roles in blockchain development, web3 innovations, and remote opportunities.
