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Director of Quantitative Risk Management - Fintech

OptasiaAthens, Attica, Greece
On-site Full-time

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Experience Level

Senior Level Manager

Qualifications

Qualifications:Master's or PhD in a quantitative field. At least 5 years of direct experience in quantifying risk and enhancing financial and credit models. Proficient in Python, R, or MATLAB with a minimum of 5 years of experience. Extensive experience with structured datasets (SQL) for at least 5 years. Advanced understanding of market and credit risk quantification methods. Expertise in model validation techniques for both credit and market risk models. Proven experience in managing and developing a team of quantitative risk analysts and validation specialists. Exceptional analytical skills with a track record in statistical/machine learning model and algorithm development. Ability to work effectively under pressure, articulate solutions, and defend assumptions. Strong skills in resolving real-world business challenges through quantitative and computational methods. Excellent communication skills, both verbal and written, with the ability to convey technical concepts to non-specialists. Outstanding organizational skills with meticulous attention to detail.

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.

About Optasia

At Optasia, we are committed to revolutionizing the financial industry through our cutting-edge technology platform. We believe in financial inclusion and strive to provide innovative solutions that empower individuals and businesses alike. Join us in our mission to reshape the financial landscape.

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