Quantitative Credit Risk Analyst
About the Risk Team
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.
Quant Analytics Team
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 Job
Your 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.
- Improve and evolve our credit risk models.
- Enhance our customer scoring algorithms using advanced machine learning techniques, identify new data signals, explore model improvements, and adapt our approach to new products, customer segments, and geographies.
- Design impactful credit strategies to optimize margins and acceptance, identifying new levers to improve our risk‑return balance.
- Monitor and project credit performance: build tools and methodologies to monitor the evolution of our credit risk metrics and explain key drivers; design projection models to anticipate future P & L impacts and steer risk decisions.
- Contribute to merchant risk analysis and methodology: support the development of quantitative approaches to identify, monitor, and evaluate merchant risk, especially in relation to liquidity events and counterparty exposure.
- Collaborate cross‑functionally with Product, Data, Finance, and Operations to bring quantitative insights into decision‑making and co‑design robust, risk‑aware solutions.
- Promote a data‑driven risk culture: be a go‑to expert on credit risk topics and help raise awareness of key risk‑related issues across the organization.
About You
Your skillset:
- Fluent in English and French.
- Strong Python and SQL skills: comfortable manipulating data, building models, and automating analytical workflows.
- Solid background in credit risk modelling and financial analysis.
- Hands‑on with machine learning: solid understanding of ML concepts and experience applying them to real‑world problems.
- Strategic and collaborative: can zoom in and out between business‑level vision and data‑level implementation, and explain complex topics to non‑technical audiences.
- Autonomous and accountable: drive initiatives forward independently and take ownership of 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.
We are proud to be an equal‑opportunity employer and welcome applicants from all backgrounds and experiences. All employment decisions are made based on qualifications, experiences, merit, and business needs without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, or any other legally protected characteristic.
Recruitment Process
- Introductory call with our Talent Acquisition Manager
- Interview with the hiring manager
- Technical interview with team members
- Final interview with Head of Risk Modelling team