Director, Quantitative Risk & Model Validation

Optasia Group; Kentucky; On-site; USD 100,000 - 130,000; Full time

Benefits offered by this job

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

Continuous training access

Wellbeing activities access such as free yoga classes

Job summary

A dynamic financial technology company located in Kentucky is seeking a Quantitative Risk Management Director to lead risk optimization efforts. The ideal candidate will have a Master's or PhD with at least five years of experience in risk quantification and strong skills in Python, R, or Matlab. You will work closely with Credit Traders and Data Scientists to enhance financial models and validate risk policies. This role offers competitive remuneration, extra leave on your birthday, and a supportive, multicultural work environment.

Qualifications

• Minimum 5 years of direct experience on quantifying risk and developing financial and credit models.
• Advanced understanding of model validation techniques for both credit and market risk models.
• Experience in managing and developing a team of quantitative risk analysts.

Responsibilities

• Measure, monitor, and control credit risk.
• Create a framework for validating risk models and strategies.
• Provide support and guidance to all risk stakeholders.

Skills

Quantitative risk analysis

Financial modeling

Statistical analysis

Interpersonal communication

Education

Masters or PhD in a numerate subject

Tools

Python

R

Matlab

SQL

Job description

A dynamic financial technology company located in Kentucky is seeking a Quantitative Risk Management Director to lead risk optimization efforts. The ideal candidate will have a Master's or PhD with at least five years of experience in risk quantification and strong skills in Python, R, or Matlab. You will work closely with Credit Traders and Data Scientists to enhance financial models and validate risk policies. This role offers competitive remuneration, extra leave on your birthday, and a supportive, multicultural work environment.