Description
Optasia is hiring a Quantitative Risk Data Scientist to join its Credit Portfolio Optimization team and contribute to algorithmic trading and portfolio optimization. The role involves designing algorithmic solutions for revenue and credit-risk optimization, developing predictive statistical and machine-learning models, analyzing large datasets, and building portfolio risk assessment tools. The position requires a relevant bachelor’s or master’s degree, 2–5 years of quantitative risk analysis experience, programming expertise in Python or R, and experience with big-data risk analytics. It offers flexible hybrid working, a performance-based bonus, private healthcare insurance, and other employee benefits.
