Quantitative Risk Manager, Fintech
Optasia
- Αθήνα
- Μόνιμη
- Πλήρης Απασχόληση
As a member of the Finance team you will support the accounting processes of the Group.
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.
- 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)
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 premisesOptasia’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.