Quantitative Risk Management Director, Fintech

Optasia is a fully enabled B2B2X financial technology platform covering scoring, financial decisioning, disbursement and collection. We are committed to enabling financial inclusion for all. We are changing the world our way .

We are seeking for enthusiastic professionals, with energy, who are results driven and have can-do attitude, who want to be part of a team of likeminded individuals who are delivering solutions in an innovative and exciting environment.

The Quantitative Risk Management Director joins a department of 50 members that is responsible for Credit Risk optimization. The primary role of this role is to research, build, implement and operate a framework for the quantification of model and market risk. The manager must be results-oriented, self-motivated and have the ability to thrive in dynamic and fast-pace environments. The role requires frequent interaction with Credit Traders and Quantitative Risk Data Scientists.

What you will do

• Measurement, monitoring and control of credit risk.
• Creation of a framework for the validation of risk models and strategies
• Review and validate existing and new risk models to establish their accuracy and suitability.
• Review and validate credit risk policies
• Conceptualize and define credit risk management reports
• Provide expert support and guidance to all risk stakeholders on risk taking.
• Validate and support risk optimization systems.
• Provide detailed analysis and documentation of methods, techniques, and findings.
• Engage in innovative research tasks for risk quantification and model validation.

What you will bring

• Masters or PhD in a numerate subject
• Minimum 5 years of direct experience on quantifying risk developing and enhancing financial and credit models
• Minimum 5 years of experience using Python, R or Matlab
• Minimum 5 years of experience using and retrieving data from structured datasets (SQL)
• Advanced understanding of market and credit risk quantification methods
• Advanced understanding of model validation techniques for both credit and market risk models
• Experienced in managing and developing a team of quantitative risk analysts and validation specialists
• Excellent analytical skills, evidence of statistical/machine learning models and algorithms development.
• Excellent ability to work under pressure, formulate and articulate solutions and defend assumptions
• Excellent ability to solve real world business problems using quantitative and computational techniques
• Excellent interpersonal, analytical, verbal and written communication skills
• Excellent ability to communicate technical ideas to colleagues outside the domain
• Excellent analytical and organizational skills with acute attention to details
• Experience in working with secure code development guidelines and coding practices (i.e. OWASP, NIST)

Why you should apply

What we offer

• 💸 Competitive remuneration package
• 🏝 Extra day off on your birthday
• 💰 Performance-based bonus scheme
• 👩🏽‍⚕️ Comprehensive private healthcare insurance
• 📲 💻 All the tech gear you need to work smart

Optasia’s Perks

• 🎌 Be a part of a multicultural working environment
• 🎯 Meet a very unique and promising business and industry
• 🌌 🌠 Gain insights for tomorrow market’s foreground
• 🎓 A solid career path within our working family is ready for you
• 📚 Continuous training and access to online training platforms
• 🥳 CSR activities and festive events within any possible occasion
• 🍜 Enjoy comfortable open space restaurant with varied meal options every day
• 🎾 🧘‍ ️ Wellbeing activities access such as free on-site yoga classes, plus available squash court on our premises