Quantitative Risk Data Scientist, Fintech

Optasia is a real-time financial intelligence company. We build precision intelligence that unlocks financial opportunity at scale, running millions of automated credit decisions every day across high-growth markets where formal credit data is limited. Our AI-powered platform turns permitted behavioural data and real-time signals into precise, responsible credit decisions. Embedded within the systems of telcos, banks, digital wallets and other partners, it helps them extend relevant financial services to more people while maintaining strong portfolio control and opens profitable new segments that were previously out of reach. This is how Optasia turns potential into financial progress, responsibly and at scale.

We are seeking for enthusiastic professionals, with energy, who are results driven and have can-do attitude, who want to be part of a team of likeminded individuals who are delivering solutions in an innovative and exciting environment. Quantitative Risk Data Scientist significant contributors of Optasia ’s advanced algorithmic trading and portfolio optimization unit. As member of the Credit Portfolio Optimization team in Optasia , you will have an opportunity to combine the disciplines of risk management, research, and technology to operate trading strategies across multiple projects. You are expected to leverage your experience and knowledge in making critical decisions in real-time processes, while working closely with experienced traders, big-data, and machine-learning engineers to ensure optimal system performance.