Senior Quantitative Risk Data Scientist

About the role

Optasia is a B2B2X fintech platform focused on scoring, decisioning, disbursement and collection. As a Senior Quantitative Risk Data Scientist you will join the Credit Portfolio Optimization team, combining risk management, research and technology to drive algorithmic trading and portfolio optimisation across multiple projects.

Key responsibilities

• Design and implement algorithmic solutions for revenue optimisation through credit‑risk analysis.
• Develop and maintain portfolio risk assessment tools and procedures to monitor credit risk.
• Conduct detailed risk analysis on micro‑loans and other financial products, refining models to improve decision‑making.
• Identify and evaluate credit‑risk factors using advanced computational methods on large data sets.
• Collaborate with data scientists and machine‑learning engineers to continuously improve risk assessment methodologies.

Required profile

• 6+ years of quantitative risk analysis experience in financial services.
• Bachelor’s or Master’s degree in Data Science, Statistics, Finance, Mathematics or related field; PhD a plus.
• Proven track record in algorithmic modelling, optimisation and credit‑risk management.
• Strong analytical, problem‑solving and decision‑making abilities.

Required skills

• Python or R programming.
• Statistical modelling and machine‑learning techniques.
• Big‑data risk analytics.
• Algorithmic modelling and optimisation methods.
• Portfolio risk assessment tools.
• Secure code development guidelines (e.g., OWASP, NIST).

What we offer

• Flexible remote working.
• Competitive remuneration and performance‑based bonus.
• Private healthcare insurance.
• Extra day off on your birthday.
• Tech gear, training platforms and multicultural environment.