Manager, Quantitative Risk Management

SentiLink builds models that financial institutions rely on to catch fraud in real time. Every one of those models has to hold up to the scrutiny of our customers' model risk teams, their regulators, and their auditors, and it has to do so without slowing down how fast we ship. That tension is the job.

We're hiring a Manager to own this function end to end. You'll lead a team of 3+ data scientists and governance professionals, set the long-term strategy, and be accountable for what great model governance looks like here, strategically and in the day-to-day details. This is a lead-from-the-front role, and it requires the depth and willingness to step in, hands on, when the work calls for it. The team will grow as the company does, and you'll be the one building it.

This is a remote, US-based role.

Technologies: Python 3, PostgreSQL, and AWS infrastructure (EC2, S3, RDS, Redshift, etc.)

Lead, grow, and develop a team of 3+, with real room to scale as the business does.

Own the fundamentals and raise the bar on how we execute them: performance monitoring, drift monitoring, fair lending assessments, governance documentation, validation, model inventory, and change management.

Set the strategy for the function. Decide what we automate, what we standardize, and where we need to be better than the industry norm.

Own relationships for anything governance-related, across Data Science, Engineering, Partner Success, and Sales.

Own customer relationships directly. Run customer-facing calls, work with model risk teams at banks and fintechs, and get ahead of the relationships that matter most.

Guide customers on pushing adoption forward while meeting their governance standards. You'll often be the one who unblocks a deal or a deployment.

Prepare validation reports, governance documentation, and performance summaries for internal leadership, customers, auditors, and regulators