Quantitative Backtesting Analyst

7 meses atrás


Porto, Portugal BNP Paribas Tempo inteiro

**Department overview**
- 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 adding value for all of RISK. Their activities cover transversally market, counterparty, credit and liquidity related topics. They assume their responsibilities in full cooperation with either RISK business domains or global practice teams, or else with subsidiaries or branches of the corresponding RISK teams.
- More precisely, Backtesting team is part of RISK Systems, with RISK Global Services. RISK Systems at Group level is responsible for risk capital markets IT systems.
- Though the team is part of an IT team, the work focuses on risk analysis. The team is in charge of the ex-post control of the risk figures generated by the market and counterparty risk internal models of BNP Paribas Group, with the purpose of testing the adequacy of the internal models to compute the capital on market risk and counterparty risk. Market and Counterparty credit risk models are global in the bank (no model by region or country) and as such, the team interacts with other teams worldwide.
- The function offers the opportunity to act in an international and dynamic environment with new business and regulatory requirements to cope with.

**MAIN TASKS AND RESPONSIBILITIES**:

- 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 teams such as model validation team and capital team.
- Processes rely on rigorous governance supported by procedures and meetings and on strong interaction with other teams throughout BNP Paribas Group.

**PROFESSIONAL QUALIFICATIONS / CANDIDATE PROFILE**:

- Interest in capital markets, data analysis and market risk management
- Knowledge of market dynamics, financial products. Familiar with back-testing processes is a plus
- Delivery focused, with the objective to deliver added value to our customers
- Analytical skills, problem solving/analysis
- Strong communication skills (data consolidation, summary, documentation in English)
- Fluent in English
- Proficiency in Excel or any other data manipulation tool (e.g. Python, etc)



  • Porto, Portugal BNP Paribas Tempo inteiro

    QUANTITATIVE BACKTESTING SPECIALIST (JOB NUMBER: 2404RSK18033) **About the job** - Support Team Leader and Supervisors on complex topics or requests addressed to the team (regulatory related topics, supervisor requests, ad-hoc requests,...). Develop and maintain the Model Performance Assessment methodology of internal rating models on the Basel credit risk...


  • Porto, Porto, Portugal Ecole Polytechnique Tempo inteiro

    Job OverviewEconomists and researchers at the Centre for Research in Economics and Statistics (CREST, CNRS UMR 9194, IPP) are seeking a highly skilled Quantitative Data Analyst to join their team. Based in Paris, France, this role offers an exciting opportunity to work on interdisciplinary quantitative methods and computational social sciences.


  • Porto, Porto, Portugal Noesis Tempo inteiro

    Company OverviewNoesis is a leading organization in the field of quantitative disciplines. Our mission is to deliver innovative solutions that drive business growth.Salary: $120,000 - $150,000 per yearJob Description:We are seeking highly skilled candidates with a strong background in data analytics and engineering. The ideal candidate will have experience...


  • Porto, Porto, Portugal Ecole Polytechnique Tempo inteiro

    About École PolytechniqueÉcole Polytechnique is a leading scientific research institution in Paris, France. We specialise in interdisciplinary quantitative methods and computational social sciences.Job OverviewWe are seeking a Quantitative Data Analyst for Disaster Risk Reduction to join our team. This is a permanent, full-time position with 38.5 hours per...


  • Porto, Porto, Portugal Ecole Nationale Supérieure Des Mines De Saint Etienne Tempo inteiro

    Job DescriptionWe are seeking a highly skilled Quantitative Materials Analyst to join our team at the Ecole Nationale Supérieure Des Mines De Saint Etienne. This exciting opportunity is part of our research collaboration with industry partners, focusing on the ageing of low-alloy steels used in nuclear reactors.Key Responsibilities:Develop and apply...

  • Data Analyst

    Há 3 dias


    Porto, Portugal Wiimer Tempo inteiro

    Role The data analyst is accountable for the extraction, transformation and loading of datasets, as well as developing learning algorithms and BI dashboards **Qualifications**: - MSc degree or equivalent experience in quantitative field (Computer Science, Electrical Engineering, Mathematics, etc.) - Understanding of machine learning, namely predictive...


  • Porto, Portugal Natixis in Portugal Tempo inteiro

    Company Description Natixis is a French multinational financial services firm specialized in asset & wealth management, corporate & investment banking, insurance and payments. A subsidiary of Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque Populaire and Caisse d’Epargne, Natixis counts nearly 16,000...


  • Porto, Portugal BNP Paribas Tempo inteiro

    **Purpose and Scope of the role** The position is a Quantitative Methodology Senior Analyst role in the Valuation Adjustments 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...

  • Quality Data Analyst

    7 meses atrás


    Porto, Portugal HAYS Tempo inteiro

    Quality Data Analyst (M/F/d) | Entidade de Referência | Porto A empresa onde vai trabalhar A sua nova função Gestão de inquéritos, desde o planeamento à entrega de resultados; Produção e análise de informação, quantitativa e qualitativa; Acompanhamento do sistema de informação da área da Qualidade; Desenvolvimento de modelos de dados e...

  • Senior Data Analyst

    2 meses atrás


    Porto, Portugal Kudzu Interactive, Inc. Tempo inteiro

    Thanks for visiting our Career Page. Please review our open positions and apply to the positions that match your qualifications.SENIOR DATA ANALYST-REMOTE BUT MUST LIVE IN PORTUGAL About TillsterHeadquartered in the USA, with teams in Portugal, Germany, and Spain. Tillster is the global leader in digital ordering and customer engagement solutions. Our...

  • Senior Data Analyst

    3 meses atrás


    Porto, Portugal Tillster, Inc. Tempo inteiro

    **Senior BI Developer / Sr. Analytics Engineer** Tillster is seeking a strong Senior BI Developer / Senior Analytics Engineer** **to help transform data from our services and existing reports and Tableau dashboards into consumable data Explores and Dashboards in our platform. You will play a crucial role in enabling Data Democratization inside Tillster and...

  • Pricing Programs

    Há 1 mês


    Porto, Portugal Adecco Recruitment Tempo inteiro

    Descrição da Função Estamos à procura de um Marketing Analyst com foco em Pricing para integrar uma equipa dinâmica e colaborativa. Este é um papel essencial numa empresa de destaque, onde serás responsável por analisar dados e desenvolver estratégias de pricing que impulsionem o crescimento e a retenção de clientes. Principais...

  • Senior Data Analyst

    Há 1 mês


    Porto, Portugal Tillster, Inc. Tempo inteiro

    **SENIOR DATA ANALYST-REMOTE BUT MUST LIVE IN PORTUGAL** **About Tillster** Headquartered in the USA, with teams in Portugal, Germany, and Spain. Tillster is the global leader in digital ordering and customer engagement solutions. For over a decade we have developed revolutionary self-service, ordering and payments solutions - for mobile, tablet, online,...

  • Analyst Rwe

    7 meses atrás


    Porto Salvo, Portugal Novasyte Tempo inteiro

    With approximately 85,000 employees in more than 100 countries, IQVIA is in a truly unique position to be able to support companies seeking to improve real-world patient outcomes and enhanced clinical trial outsourcing through treatment innovations, care provision and access. With a broad range of healthcare information, technology and service offerings,...

  • Data Quality Analyst

    1 dia atrás


    Porto, Portugal HAYS Tempo inteiro

    Data Quality Analyst | Finance | SQL Your new role As part of the Data Office team, the Data Quality Analyst will provide quality assurance oversight on business processes where data is collected, stored, transformed or used. **Responsibilities**: Perform, analyse and report on data profiling activities, with an emphasis on identifying anomalies on data...


  • Porto, Porto, Portugal Phiture Tempo inteiro

    About Us: At Phiture, we are the largest express transportation company in the world, connecting more than 220 countries and territories. We work every moment to deliver the most important package of someone's day.">We Offer: An attractive compensation package including training to get you started and on-the-job learning opportunities. Our extensive learning...


  • Porto, Portugal BNP Paribas Tempo inteiro

    VALUATION MODEL RISK ANALYST TRAINEE (JOB NUMBER: 2401RSK17309) **About the job** - The RISK MFI Valuation Model Risk team is the RISK team responsible for the second line of defence on valuation models within Global Markets. This therefore includes independent review and control of all models used for the generation of official daily P&L and risks. The...

  • Business Analyst

    7 meses atrás


    Porto, Portugal AxiansPT Tempo inteiro

    At **AXIANS** we seek the right talent, for the right place. We work daily to involve our people in a collaborative and inclusive environment, with a culture of proximity. It is also part of our culture to care about the environment and to carry out actions of social and environmental corporate responsibility. This could be your opportunity to join a...


  • Porto, Portugal Adecco Recruitment Tempo inteiro

    Descrição da Função We are seeking a Customer Journey Analyst to join our dynamic team. In this role, you will analyze key customer journeys to enhance customer satisfaction and drive business outcomes. The ideal candidate will work with our Experience Design team and the wider organization to develop insights into customer behaviours and identify...


  • Porto, Portugal Natixis in Portugal Tempo inteiro

    Company Description Natixis is part of the Global Financial Services business unit, the global arm of Groupe BPCE, specialized in Asset & Wealth Management and Corporate & Investment Banking and counts nearly 16,000 employees across 38 countries. The Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque...