Head of Credit Risk

Plexus have partnered with a lending protocol who are backed by the likes of Paradigm, Coinbase and other top crypto projects. They are looking for a head of credit risk who can lead the design and build of their risk engine. 

Responsibilities:

• Risk Engine Design: Built and maintained models to estimate key credit risk metrics—Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD)—using a blend of on-chain behavioral data (e.g., wallet activity, asset composition, protocol limits) and off-chain financial sources (e.g., cash flow data, centralized exchange balances, credit bureau records).

• Fraud & Identity Risk Integration: Collaborated with third-party fraud and identity risk experts to incorporate device, behavioral, and identity risk signals. 

• Model Governance & Reporting: Delivered model documentation and built risk dashboards. 

Requirements

• 4+ years credit risk management experience.
• Background in crypto/VC/traditional finance. If not from a crypto background, you must have a good understanding of the crypto space. 
• Strong experience using Python and SQL.
• Successful track record integrating multiple data sources. 
• Must be based in New York or surrounding areas. 

The offer:

• Competitive salary.
• Fully remote position.
• Equity offering.