Quantitative Risk Manager, Fintech

Optasia is a fully-integrated B2B2X financial technology platform covering scoring, financial decisioning, disbursement & collection. We provide a versatile AI Platform powering financial inclusion, delivering responsible financing decision-making and driving a superior business model & strong customer experience with presence in 30 Countries anchored by 7 Regional Offices.

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 Manager 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.