About the job
Optasia is an innovative B2B2X financial technology platform that specializes in scoring, financial decision-making, disbursement, and collection services. We are dedicated to fostering financial inclusion for everyone and are on a mission to reshape the financial landscape.
We are looking for passionate and dynamic professionals who are results-oriented and possess a proactive mindset. Join our team of like-minded individuals who are committed to delivering creative solutions in a vibrant and forward-thinking environment. As a Quantitative Risk Data Scientist, you will play a pivotal role in Optasia’s advanced algorithmic trading and portfolio optimization unit. In your position within the Credit Portfolio Optimization team, you will have the chance to merge risk management, research, and technology to implement trading strategies across various projects. You will utilize your expertise to make vital decisions in real-time processes while collaborating with accomplished traders, big data specialists, and machine learning engineers to guarantee optimal system performance.
Key Responsibilities
- Develop and implement algorithmic solutions aimed at optimizing revenue through credit risk analysis.
- Provide credit risk insights by leveraging big data analytics.
- Create and execute portfolio risk assessment tools and protocols for monitoring and managing credit risk.
- Perform thorough risk analysis on microloans and other financial products, enhancing risk models to support improved decision-making.
- Identify and assess credit risk factors using advanced computational techniques on extensive datasets.
- Construct predictive models, incorporating both statistical and machine learning methodologies, to back risk management strategies.
- Work closely with data scientists and machine learning engineers to enhance collaborative efforts.
- Continuously refine and update risk assessment methodologies to adapt to changing market dynamics.