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.
About the role
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.
The Quantitative Risk Management Director joins a department of 50 members that is responsible for Credit Risk optimization. The primary role of this role is to research, build, implement and operate a framework for the quantification of model and market risk. The manager must be results-oriented, self-motivated and have the ability to thrive in dynamic and fast-pace environments. The role requires frequent interaction with Credit Traders and Quantitative Risk Data Scientists.
What you wiill do
Measurement, monitoring and control of credit risk.
Creation of a framework for the validation of risk models and strategies
Review and validate existing and new risk models to establish their accuracy and suitability.
Review and validate credit risk policies
Conceptualize and define credit risk management reports
Provide expert support and guidance to all risk stakeholders on risk taking.
Validate and support risk optimization systems.
Provide detailed analysis and documentation of methods, techniques, and findings.
Engage in innovative research tasks for risk quantification and model validation.
What you will bring
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 datasets (SQL)
Advanced understanding of market and credit risk quantification methods
Advanced understanding of model validation techniques for both credit and market risk models
Experienced in managing and developing a team of quantitative risk analysts and validation specialists
Excellent analytical skills, evidence of statistical/machine learning models and algorithms development.
Excellent ability to work under pressure, formulate and articulate solutions and defend assumptions
Excellent ability to solve real world business problems using quantitative and computational techniques
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
Experience in working with secure code development guidelines and coding practices (i.e. OWASP, NIST)
Why Optasia?
Optasia is a high-growth, AI-powered financial infrastructure platform serving over 432 million users in emerging markets across Africa and Asia. By harnessing the power of AI and real-time data we unlock financial opportunities for customers. We have been recognized as a top fintech by Forbes Middle East, culminating in a successful JSE listing in 2025.
At Optasia, our global team builds the tech, products and services which will change the game for the world's unbanked population. We empower our people by offering unique employee experiences and support individual careers by prioritizing well-being and embracing flexibility.
Benefits include:
Work from anywhere policy…