Quantitative Credit Risk Analyst

At Alma, the Risk team enables the company to grow fast and securely by anticipating, quantifying, and mitigating the risks that could impact our business. Our mission spans across several dimensions:Continuously improving our credit scoring models to offer a seamless payment experience, maximizing acceptance while protecting Alma from default risk and customers from over-indebtedness.Preventing and detecting fraud using data-driven techniques.Designing tools, methodologies, and processes to accurately assess the risk level of our merchants — at onboarding and throughout the customer lifecycle.Within the Risk team, the Quant Analytics team plays a central role. We are responsible for:Developing and continuously improving our machine learning-based scoring models, and adapting them to new products, new markets, and changing customer behaviors.Building quantitative frameworks to support strategic decisions across the company.Monitoring, measuring, and reporting our risk performance and pricing accuracy.About the jobYour role will be to drive the development of quantitative risk methodologies, with a strong focus on consumer credit risk, while also contributing to the assessment of merchant risk. You will:Improve and evolve our credit risk modelsEnhance our customer scoring algorithms using advanced machine learning techniques. You’ll help identify new data signals, explore model improvements, and adapt our approach to new products, customer segments, and geographies.Design impactful credit strategiesDevelop risk-based strategies to optimize margins and acceptance, identifying new levers to improve our risk-return balance.Monitor and project credit performanceBuild tools and methodologies to monitor the evolution of our credit risk metrics and explain key drivers. You will also design projection models to anticipate future P&L impacts and steer risk decisions.Contribute to merchant risk analysis and methodologySupport the development of quantitative approaches to identify, monitor, and evaluate merchant risk, especially in relation to liquidity events and counterparty exposure.Collaborate cross-functionallyWork with teams across Product, Data, Finance, and Operations to bring quantitative insights into decision-making and co-design robust, risk-aware solutions.Promote a data-driven risk cultureBe a go-to expert on credit risk topics and help raise awareness of key risk-related issues across the organization.About youFluent in English and FrenchStrong Python and SQL skills: You’re comfortable manipulating data, building models, and automating analytical workflows.Solid background in credit risk modelling and financial analysis.Hands-on with machine learning: You have a solid understanding of ML concepts and experience applying them to real-world problems.Strategic and collaborative: You can zoom in and out between business-level vision and data-level implementation. You’re able to clearly explain complex topics to non-technical audiences.Autonomous and accountable: You’re able to drive initiatives forward independently and take ownership of your decisions.Your experience:Master’s degree in quantitative finance, applied mathematics, statistics, or a related field.Minimum of 3 years experience in a credit risk or quantitative modeling role, ideally within a fintech, bank, or financial institution.About the recruitment processIntroductory call with our Talent Acquisition ManagerInterview with the hiring managerTechnical interview with team membersFinal interview with Head of Risk Modelling team #J-18808-Ljbffr