About the job
Optasia is an advanced B2B2X financial technology platform dedicated to enhancing scoring, financial decision-making, disbursement, and collection processes. Our mission is to drive financial inclusion globally, as we are transforming the financial landscape.
We are in search of passionate and dynamic professionals with a results-oriented mindset to join our innovative team. As the Director of Quantitative Risk Management, you will lead a team of 50 dedicated members focused on optimizing Credit Risk. Your primary responsibility will involve researching, developing, implementing, and managing a framework for quantifying model and market risk. The ideal candidate will be self-motivated, thrive in fast-paced environments, and possess strong interpersonal skills for effective collaboration with Credit Traders and Quantitative Risk Data Scientists.
Key Responsibilities:
- Oversee the measurement, monitoring, and control of credit risk.
- Develop a robust framework for risk model validation and strategy assessment.
- Review and validate the accuracy and suitability of existing and new risk models.
- Assess and validate credit risk policies.
- Design and define comprehensive credit risk management reports.
- Provide expert guidance to risk stakeholders regarding risk-taking practices.
- Support and validate risk optimization systems.
- Conduct detailed analysis and documentation of methodologies, techniques, and findings.
- Engage in cutting-edge research for risk quantification and model validation.

