quantitative risk manager

Are you ready to accelerate your career as a Quantitative Risk Manager in a high-growth, data-driven fintech environment?We are seeking a Quantitative Risk Manager who will play a key role in developing risk strategy, building credit decisioning frameworks, and driving advanced analytical initiatives across global markets.As a Quantitative Risk Manager, you will work with large-scale data, cutting-edge modelling techniques, and cross-functional teams to shape credit lifecycle performance and unlock strategic business impact.If you are passionate about applied analytics, risk innovation, and turning data into measurable results, we want to meet you.ResponsibilitiesAs a quantitative risk manager your responsibilities will be:Measurement, monitoring and control of credit risk.Creation of a framework for the validation of risk models and strategiesReview and validate existing and new risk models to establish their accuracy and suitability.Review and validate credit risk policiesConceptualize and define credit risk management reportsProvide 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.QualificationsTo be an ideal candidate for this quantitative risk manager role you should have:Masters or PhD in a numerate subjectMinimum 5 years of direct experience on quantifying risk developing and enhancing financial and credit modelsMinimum 5 years of experience using Python, R or MatlabMinimum 5 years of experience using and retrieving data from structured datasets (SQL)Advanced understanding of market and credit risk quantification methodsAdvanced understanding of model validation techniques for both credit and market risk modelsExperienced in managing and developing a team of quantitative risk analysts and validation specialistsExcellent analytical skills, evidence of statistical/machine learning models and algorithms development.Excellent ability to work under pressure, formulate and articulate solutions and defend assumptionsExcellent ability to solve real world business problems using quantitative and computational techniquesExcellent interpersonal, analytical, verbal and written communication skillsExcellent ability to communicate technical ideas to colleagues outside the domainExcellent analytical and organizational skills with acute attention to detailsExperience in working with secure code development guidelines and coding practices (i.e. OWASP, NIST)ExperienceMinimum 5 years of direct experience on quantifying risk developing and enhancing financial and credit modelsMinimum 5 years of experience using Python, R or MatlabMinimum 5 years of experience using and retrieving data from structured datasets (SQL)Skillscommunication skillsanalytical skillswork under pressureteamworkBenefits The company offers the following benefits for this finance & payroll specialist position:Competitive salary and benefits package.Opportunities for professional growth and development.InformationIf you are interested in this quantitative risk manager job vacancy, apply now. For more information, you can contact Kallia Kasimati at kkasimati@randstad.gr and +30 6952381379.In case your application advances to the next stage, you may be automatically invited to submit a video, answering a few interview questions.Please note that for transparency and equity reasons, only those applications made online via our site will be assessed. After the screening of all the CVs received, we will only contact the candidates who meet the requirements of the job to arrange an interview. All applications are considered strictly confidential.