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

Optasia’s Values 🌟

#1 Drive to Thrive: Fully dedicated to evolving. We welcome all challenges and learning opportunities.
#2 Customer-First Mindset: We go above and beyond to meet our partners’ and clients’ expectations.
#3 Bridge the Gap: Knowledge is shared, information is exchanged and every opinion counts.
#4 Go-Getter Spirit: We are results oriented. We identify any shortcomings that hold us back and step up to do what’s needed.
#5 Together we will do it: We are committed to supporting one another and to understanding and respecting different perspectives, as we aim to reach our common goals.