Senior Quantitative Risk Data Scientist, Fintech

Optasia Open · verified Oct 24, 2026

On-site Athens Senior Data Science

At a glance

Senior Data Science role at Optasia. Athens.

Pay not stated Data Science salary

RoleData Science

SenioritySenior

LocationAthens

WorkplaceOn-site

PostedMay 12, 2025 · 1y ago

Role brief

dataroles summary, based on the employer's posting.

What you'll do

Build algorithmic approaches that use credit-risk analysis to improve revenue outcomes
Turn large-scale data into credit-risk findings and tools for monitoring portfolio exposure
Assess microloans and other financial products, refining risk models to guide decisions
Create statistical and machine-learning models to identify risk factors and support risk plans
Work with data science and engineering colleagues, while guiding junior and mid-level quants

What you bring

At least six years in quantitative risk analysis within financial services
A degree in data science, statistics, finance, mathematics or a related area
Strong background in algorithmic optimization, credit risk and revenue-focused modeling
Advanced statistical and machine-learning modeling skills, plus Python or R and big-data analytics experience

Who this fits

This senior role suits someone who combines quantitative risk work with coding and real-time decision-making. You’ll collaborate with traders and data and machine-learning engineers, and mentor less-senior quants. The role is based onsite in Athens, Greece.

From the employer

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.

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. Senior Quantitative Risk Data Scientist are significant contributors of Optasia’s advanced algorithmic trading and portfolio optimization unit. As member of the Credit Portfolio Optimization team in Optasia, you will have an opportunity to combine the disciplines of risk management, research, and technology to operate trading strategies across multiple projects. You are expected to leverage your experience and knowledge in making critical decisions in real-time processes, while working closely with experienced traders, big-data, and machine-learning engineers to ensure optimal system performance.

What you will do

Design and implement algorithmic solutions for revenues optimization though credit risk analysis.
Deliver credit-risk insights through big data risk analytics.
Development and implementation of portfolio risk assessment tools and procedures to monitor and manage credit risk.
Conduct detailed risk analysis on microloans and other financial products, optimizing risk models to improve decision-making.
Identify and evaluate credit risk factors using advanced computational methods on large datasets.
Develop predictive models, including both statistical and machine learning approaches, to support risk management strategies.
Collaborate closely with data scientists and data & machine learning engineers.
Continuously refine and improve risk assessment methodologies to align with evolving market conditions.
Mentor and guide junior and mid-level quants, fostering a collaborative and knowledge-sharing environment.
Stay current with industry trends, new technologies, and evolving methodologies to ensure best-in-class risk management practices.

What you will bring

Bachelor’s or Master’s degree in Data Science, Statistics, Finance, Mathematics, or a related field; a PhD is a plus.
Extensive experience (6+years) in quantitative risk analysis, with a proven track record in the financial services industry.
Strong expertise in algorithmic modeling and optimization techniques, with a focus on revenue and credit risk management.
Advanced proficiency in statistical modeling and machine learning models.
Strong coding skills in programming languages such as Python or R, with significant experience in big data risk analytics.
Proven ability to develop and implement portfolio risk assessment tools and procedures.
Excellent analytical, problem-solving, and decision-making skills.

Your key attributes

Excellent judgment and problem-solving skills
Self-motivated, self-directed, resourceful and in possession of a high level of personal initiative
Communication skills
Creative skills
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: