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 Description To 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...

Job DescriptionTo identify and address model performance gaps using statistical methods defined in back-testing procedures.Key Responsibilities:Run, analyze, and present key findings related to various CCR Backtesting reports for risk management and regulatory purposes.Assist in the continuous improvement of the CCR Backtesting framework, incorporating both...

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...

Company OverviewAlter Solutions Portugal is a leading IT consultancy company promoting digital transformation as part of the Alter Solutions Group, founded in 2006. The company joined act digital group in 2022 and now has a global presence in thirteen countries. In Portugal, they partner with over 120 clients and employ a team of over 500 people across...

**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...

Company Overview: Alter Solutions Portugal is a leading IT Consultancy Company, driving Digital Transformation as part of the Alter Solutions Group. Established in 2006 in Paris, we have since expanded to become a global community of talent in Technology, operating in thirteen countries worldwide. Our commitment to excellence was recognized in 2023 with the...

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....

About UsAlter Solutions Portugal is a leading IT consultancy company promoting digital transformation, part of the Alter Solutions Group established in 2006.In 2022, we joined the act digital group, forming a global community of talent in technology across thirteen countries worldwide.We partner with over 120 clients and have a team of over 500 professionals...

Want to be part of the change? Then, you're in the right place. Our ambition is to build a sustainable future for our clients and our teams... But we can't do that without you! By joining our Group, take part in our great transformation towards building a more sustainable world: we are committed to promoting access to more responsible and sustainable...

About the RoleWe are looking for a highly skilled Business Analyst to join our team and work on the production of metrics used for counterparty risk stress testing.Main ResponsibilitiesWork on Data quality aspects, putting in place Key Performance Indicators about the quality of the data in our systems (statistics on timeliness and quality of daily risk...

**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...