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Optasia is a fully-integrated B2B2X financial technology platform covering scoring, financial decisioning, disbursement & collection. We provide a versatile AI platform that powers financial inclusion, delivers responsible financing decision-making and drives a superior business model & strong customer experience, with a presence in 30 countries anchored by 7 regional offices.
Junior Quantitative Risk Data Scientists are crucial contributors to Optasia's advanced risk management and revenue optimization and members of the Credit Portfolio Optimization team. The Credit Portfolio Optimization team members have experience with credit and profit scoring, the development, deployment, and operation of credit risk models, and daily risk management of large portfolio of loans. They can develop statistical and machine learning algorithms for credit issuance and risk evaluation, optimize revenue through risk management, conduct risk analytics, and implement models and analytics in the daily risk management activities of large portfolios of loans. Quantitative Risk Data Scientists are part of a team of 25 people.
What you will do:
- Design, develop and implement machine learning models to identify.
- Apply advanced statistical techniques to trading.
- Deliver credit-risk insights through big data risk analytics.
- Make decisions to optimize the risk policy for portfolio management and revenue optimization.
- Identify credit risk factors by applying computational methods to large data volumes.
What you will bring:
- BSc and MSc in Mathematical, Statistical or Quantitative Science from an accredited institution.
- Strong background in statistical/machine learning models and algorithms development.
- Solid theoretical knowledge of machine learning algorithms and hands-on experience in at least one of the following Machine learning fields: Supervised learning, Reinforcement learning, Unsupervised learning.
- Experience in modeling with the usage of Python (or similar programming language).
- Experience in any Relational Database System.
Optional requirements (will be considered a plus):
- Working experience in a related role (credit risk analyst and/or data scientist).
- Experience with Quantitative Risk Analysis, Credit Risk Management or Portfolio Optimization.
- PhD in Mathematical Sciences, Computer Science or Finance from an accredited institution.
- Hands-on experience of big data processing and analytics.
- Creative skills.
Your key attributes:
- Strong interpersonal and communication skills.
- Ability to meet tight deadlines and work under pressure with a strict attention to detail.
- Excellent judgment and problem-solving skills.
- 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 into 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 a comfortable open space restaurant with varied meal options every day.
- Wellbeing activities access such as free on-site yoga classes, plus an available squash court on our premises.
