Manager, Quantitative Risk Management

SentiLink stops more than 150,000 fraud attempts and verifies more than 3 million identities every day to protect both institutions and consumers. The problems we work on are challenging, and solving them takes deep domain expertise, rigorous analysis, and a willingness to dig into the details.

At SentiLink, you'll work alongside smart, highly collaborative colleagues who respect each other's time and judgment, take ownership, and follow through on their commitments. Together, we do truly meaningful work protecting the identities of innocent consumers and flagging the fraudsters attempting to exploit them.

We're well capitalized and growing quickly. We already serve 13 of the top 15 U.S. banks, we're expanding into new markets, and we're backed by Craft Ventures, Andreessen Horowitz, NYCA, and Max Levchin. We've been named to the Forbes Fintech 50 and as a 2026 FICO Industry Vanguard Decision Award Winner. We were also the first company to go live with the electronic Consent Based Social Security Number Verification (eCBSV) service, and we've testified before the U.S. Congress on the future of identity.

We want SentiLink to be the best place you've ever worked. We offer generous benefits and support a range of working arrangements, from fully remote to in-office. We are a digital-first company with strong collaboration across the U.S. and India, and we meet in person regularly to build relationships. We have offices in Austin, San Francisco, New York City, Seattle (Bellevue), Los Angeles, and Chicago in the U.S., and in Gurugram (Delhi) and Bengaluru in India.

Role:

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.)

What You'll Do:

• 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

• Track governance findings through remediation and manage the team's roadmap, balancing strategic work against customer and regulatory demands

• Do the work yourself when it's warranted, to move something forward or to mentor the team.

This is a high-leverage role. Governance gates how quickly our customers can adopt what we build, which makes it a direct lever on the company's growth, with substantial room for the right person to define it and grow with it.

What We're Looking For:

• 8+ years in model risk management, model validation, model governance, or quantitative risk, including proven experience building or scaling a governance/risk team (not just operating within one)

• 4+ years of people management experience with proven experience building and scaling model risk or governance teams, not just operating within one

• Deep knowledge of model governance for financial institutions. You know SR 11-7, SR 26-2, OCC guidance, fair lending, and the regulatory landscape, and you have firsthand experience validating or governing ML/statistical models in a regulated environment

• Genuine technical depth: able to read the model, interrogate the methodology, and hold your own with data scientists. Working knowledge of Python and proficiency in SQL

• A strong bias for action. You balance governance rigor against speed with judgment rather than defaulting to either.

• Strong analytical skills (Excel/Google Sheets) and excellent written/verbal communication, comfortable translating technical findings for both technical and non-technical audiences

• Bachelor's degree in a quantitative field (Math, Statistics, CS, Engineering, Economics, or related STEM)

• Must be legally authorized to work in and reside in the US

Nice to haves:

• Experience working with fraud, identity verification, credit risk, or financial risk models

• Experience supporting model governance with banks or regulated financial institutions

• Experience with AWS (S3, SageMaker) and GitHub

• Master's degree in a quantitative field

Compensation:

$210,000-$240,000/year + equity + benefits

Perks:

• Employer paid group health insurance for you and your dependents

• 401(k) plan with employer match (or equivalent for non US-based roles)

• Flexible paid time off

• Regular company-wide in-person events

• Home office stipend, and more!

Corporate Values:

• Follow Through

• Deep Understanding

• Whatever It Takes

• Do Something Smart