ABOUT THE ROLE

As our Director Quantitative Risk Management, you are taking over responsibility for a key area of our company: the data science and quantitative modelling behind our risk engines and fraud detection systems. You are well-regarded and experienced in your field of expertise with a stellar, proven track record in areas like quantitative risk management, statistical modelling and forecasting, linear and non-linear optimization, machine learning, or artificial intelligence. You will assume end-to-end responsibility for all aspects of quantitative risk management, drive the development of our core risk platform, including credit risk modelling, fraud prevention, behavioural analytics, portfolio management and controlling, and acquisition channel risk assessment. You will lead important company-wide data science projects that have a clear impact on the success of our company. You will join our experienced and high-profile team, work closely with our Chief Risk Officer, the data science team, and the Founders. You will enjoy full independence and ownership while, at the same time, working closely with key members of our management team.

• You take on ownership for development, testing, implementation, and refinement of our automated data-driven risk engines that assess, score, and price credit risk


• You further develop, test, implement, and refine our fraud prevention algorithms


• You lead innovative data-driven projects to further increase the discriminatory power of our risk systems


• You drive the discovery of new and innovative data sources for our risk engines


• You own our risk controlling and reporting function and develop the reports necessary to steer and manage our invoice portfolio


• You align the quantitative risk management process across the organization, manage the quant risk roadmap, guide the implementation for all core features and work closely with key stakeholders of other departments


• You counsel and advise the Chief Risk Officer

OVERVIEW

• Department: Risk


• Reporting Line: Chief Risk Officer


• Working Hours: Full-Time


• Languages: Fluent in English, German is a plus


• Location: Berlin


• Duration: Permanent

WHO WE ARE LOOKING FOR

• You hold a university degree within a relevant area (maths, physics, statistics, engineering, economics or equivalent with quantitative focus)


• You have 4+ years of experience in quantitative risk management, statistical modelling, linear and non-linear optimization or similar. Background in machine learning and artificial intelligence a plus


• You have experience in credit risk modelling for consumer or small business lending


• You know how to lead data science and data infrastructure initiatives


• You have strong analytical, quantitative and problem-solving skills to master complex, data-driven challenges


• You are excited to experiment with cutting-edge technology and quantitative methods


• You are a self-starter with a strong drive to succeed, enthusiastic for a fast-paced, team-oriented environment, willingness to learn and to be challenged


• You are fluent in R, Matlab, Python, SAS or similar


• You know how to wrap models in RESTful APIs to make them available and know about Microservices


• Excellent English and German skills


• Enthusiasm to work in a fast-paced, team-oriented start-up

WHAT WE OFFER YOU

• The opportunity to be a part of one of the fastest-growing Fintech startups in Europe


• Becoming part of an international team of highly motivated, experienced, and skilled young top performers where hierarchies don't matter, but passion and drive do


• A great mission - we empower small businesses, the engine of economic growth


• A fantastic learning opportunity to develop in the area of quantitative risk modelling


• A great office near Checkpoint Charlie with a free gym, healthy snacks and cereals, fruits, coffee and drinks