Director, Quantitative Risk & Model Validation
Optasia Group
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. #J-18808-Ljbffr Optasia Group
Vacancy posted 3 days ago
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