Counterparty Risk Backtesting/Model Performance Analyst

Job Title: Counterparty Risk Backtesting/Model Performance AnalystAbout the Role:We are seeking a skilled Counterparty Risk Backtesting/Model Performance Analyst to join our team at Alter Solutions. As a key member of our risk management team, you will be responsible for identifying and analyzing model performance issues using advanced statistical...

Job Title: Counterparty Risk Backtesting/Model Performance AnalystAbout the Role:We are seeking a skilled Counterparty Risk Backtesting/Model Performance Analyst to join our team at ALTER SOLUTIONS. As a key member of our risk management team, you will be responsible for identifying and analyzing model performance using advanced statistical techniques.Key...

Job DescriptionTo identify lack of model performance using statistics defined in the back-testing methodology.To analyse and document the results, deep dive analyses are performed, built on good understanding of the risk models and strong cooperation with risk modelling and risk management teams.To communicate results to the regulator and relevant internal...

Job DescriptionAs a Counterparty Risk Backtesting and Model Performance Specialist at ALTER SOLUTIONS, you will be responsible for identifying and addressing lack of model performance using defined statistics in the back-testing methodology.You will analyze and document results, performing deep dive analyses based on a good understanding of risk models and...

RISK MODEL PERFORMANCE BACKTESTING SENIOR ANALYST (JOB NUMBER: 2311RSK16652) **About the job** - The Model Performance team has a key role to play in the development of a strong risk management framework for the BNP Paribas Group. As a prominent international banking institution and a leader in the Eurozone, BNP Paribas is relying on internal models to...

**About the job** The Model Performance team has a key role to play in the development of a strong risk management framework for the BNP Paribas Group. As a prominent international banking institution and a leader in the Eurozone, BNP Paribas is relying on internal models to assess risks arising from its business activities By integrating the Model...

RISK QUANTITATIVE BACKTESTING ANALYST (JOB NUMBER: 2402RSK17486) **About the job** - The backtesting team is part of RISK department and its entity RISK Global Services. This department reunites all the teams offering common services required in the management and supervision of the Bank’s risk profile. The RISK Global Services team aim to transversally...

**Mission** Develop and maintain the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF), or contribute to other studies and projects within team's responsibility. **RESPONSIBILITIES**: - Contribute to the production of backtesting on risk parameters by producing the different steps:...

Job Title: Counterparty Risk Analyst RoleWe are seeking a skilled Counterparty Risk Analyst to contribute to the production of metrics used for counterparty risk stress testing. This role requires a strong understanding of counterparty risks and stress testing techniques.Main Responsibilities:Develop and maintain Key Performance Indicators (KPIs) for data...

RISK ERA MODEL PERFORMANCE TRAINEE (JOB NUMBER: 2405RSK18296) **About the job** - The Quantitative Backtesting Analyst’s mission is to develop and maintain the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF), or contribute to other studies and projects within team's...

**About the job** The backtesting team is part of RISK department and its entity RISK Global Services. This department reunites all the teams offering common services required in the management and supervision of the Bank’s risk profile. The RISK Global Services team aim to transversally develop optimized resources, platforms and common services that are...

Referência 13062_Quantitative Backtesting Analyst_Lisboa **Descrição**: Controller **Perfil**: - Experience in Statistics / mathematics / algorithms; - Credit risk knowledge; - Previous experience in modeling, backtesting processes; - Knowledge in Programming language: SAS; - Proficiency in Microsoft Excel, PowerPoint, Word, and Power BI....

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**About the job** - The position is a counterparty risk exposure analysis intern role in the Counterparty Risk Exposure Modelling team within RISK Market & Financial Institutions (“RISK MFI”) - RISK MFI provides the Senior Management of the Group, of the RISK Function and of Corporate & Institutional Banking (“CIB”) with full transparency and dynamic...

**VIE Quantitative Backtesting Analyst - Lisbon, H/F** **CONCRÈTEMENT VOTRE QUOTIDIEN ?**: L'équipe de backtesting fait partie du département RISK et de son entité RISK Global Services. Ce département réunit toutes les équipes offrant les services communs nécessaires à la gestion et à la supervision du profil de risque de la Banque. L'équipe...

MARKET & COUNTERPARTY RISK CAPITAL SENIOR ANALYST (JOB NUMBER: 2405RSK18285) **About the job** - The Quantitative Models Specialist is part of a team acting as center of quantitative expertise within RISK Global Markets - The RISK Global Markets Quantitative Team is the RISK team responsible for the second line of defense on valuation models within Global...

**About the job** - The Risk Counterparty Monitoring Analyst's mission is to encompasse the monitoring of exposures on the BNPP's clients, in order to ensure that BNPP is not exposed above the company's risk appetite. This will include monitoring, analysis, decision making and constant discussion with all stakeholders**Your Main Activities Are** - Be in...

**Company Description** Alter Solutions Portugal is an IT Consultancy Company, promoter of Digital Transformation, part of the Alter Solutions Group, created in 2006, in Paris. In 2022, Alter Solutions joined the act digital group, constituting a global community of talent in Technology, with presence in twelve countries: Germany, Belgium, Brazil, Canada,...

Company Description Alter Solutions Portugal is an IT Consultancy Company, promoter of Digital Transformation, part of the Alter Solutions Group, created in 2006, in Paris. In 2022, Alter Solutions joined the act digital group, constituting a global community of talent in Technology, with presence in twelve countries: Germany, Belgium, Brazil, Canada,...

**About the job** As part of Financial Institutions Coverage within Global Banking, Institutional Credit Analysts Team (ICAT) is in charge of credit analyses of all institutional clients, intragroup entities, sovereigns, and market infrastructures. In this domain, the Market Infrastructure - Central Clearing Counterparties (CCP) Team provides a holistic...