Quantitative Risk Manager (with relocation to Greece)

Description

Do you have what it takes to join Channel VAS, the global FinTech leader? We have become the world's #1 in mobile micro-credits thanks to sophisticated profiling and scoring models that are based on telco, digital and behavioral data.

We are seeking sharp, talented individuals to join our team of highly skilled professionals in our Operations Center in Greece and other countries. Through 40 telco partners we are providing financial inclusion to over 600 million consumers in Africa, Middle East, Asian Pacific and Latin America via a variety of mobile financial services such as Airtime Credit, Mobile Money Loans, Mobile Device Finance, B2C Loan Apps, E-Commerce Credit Solutions and Marketplaces.

The next growth is expected to come from geographic, industry and product diversification. Become part of a team of 200 creative individuals who believe in redefining mobile micro finance!

The Quantitative Risk Manager joins a department of 25 members that is responsible for Microfinance Credit trading and optimization. The primary responsibility of this role is to research, speck, help implementing and operate a framework for the quantification of model and market risk in microfinance. The suitable candidate must be results-oriented, self-motivated and have the ability to thrive in dynamic and fast-pace environments. The role requires close interaction with Credit Traders, Data Scientists, Machine Learning Engineers and Data Architects.

Responsibilities:

• Creation and implementation of a framework for the quantification of model and market risk in microfinance
• Measure and quantify credit exposure in a portfolio of millions of short-term loans
• Review and validate existing and new credit risk models to establish their accuracy and suitability
• Summarize risk measures and exposure estimated in automated reports and dashboards
• Provide expert support and guidance to all risk stakeholders on risk taking
• Design and develop testing strategies to back test and stress test models and to validate on-going performance of default and risk calculation models
• Provide detailed analysis and documentation of methods, techniques, and findings
• Engage in innovative research tasks for credit risk quantification
• Research potential ways of enhancing current risk quantification methods and models, or new models/methodologies that could be implemented

Requirements

• Masters or PhD in a numerate subject
• Minimum 5 years of direct experience on quantifying risk, developing and enhancing financial and credit models
• Minimum 5 years of experience using Python, R or MATLAB
• Minimum 5 years of experience using and retrieving data from structured and unstructured datasets
• Experience analyzing large data sets using python, R, or other well-known modeling languages
• Strong understanding of statistical estimation, factor modeling, time-series analysis, and related topics
• Advanced understanding of market and credit risk quantification methods
• Advanced understanding of statistical estimation, factor modeling, time-series analysis and related topics
• Experienced managing and developing a team of quantitative risk analysts
• Excellent analytical skills, evidence of statistical/machine learning models and algorithms development

Key Competences:

• Excellent ability to work under pressure, formulate and articulate solutions and defend assumptions
• Excellent interpersonal, analytical, verbal and written communication skills
• Excellent ability to communicate technical ideas to colleagues outside the domain
• Excellent analytical and organizational skills with acute attention to details

Benefits

• Collaborative culture
• Challenging work environment
• Comprehensive private healthcare insurance
• Company phone and laptop