Quantitative Backtesting Analyst

**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,...

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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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...

**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...

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 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...

**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...

Noesis is seeking a skilled professional with a strong background in quantitative disciplines to join our team as a Quantitative Analyst.The ideal candidate will have a BA, BS, or MS degree in a field such as Math, Computer Science, Engineering, Physics, Finance, or Economics, and relevant experience in Data Analytics or Engineering.Proficiency in Python,...

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...

Join Axians Portugal as a Quantitative Risk AnalystWe are seeking a highly skilled Quantitative Risk Analyst to join our team in Lisbon, Portugal. As a Quantitative Risk Analyst, you will play a key role in helping our clients navigate the complexities of financial risk management.About the RoleWe are looking for a talented individual with expertise in...

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...

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...

QUANTITATIVE MODELS SENIOR ANALYST (JOB NUMBER: 2307GBK15742) **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 -...

**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...

About the RoleThe Market Infrastructures Quantitative Models Analyst will be responsible for acting as a center of quantitative expertise regarding market infrastructure entities. This involves conducting annual and interim reviews of margin call algorithms and their risk management mechanisms, as well as leading periodic quantitative due diligence on the...

About the RoleThe Market Infrastructure Quantitative Models Analyst is a critical position within our organization. The successful candidate will be responsible for conducting annual and interim reviews of margin call algorithms and their risk management mechanisms. This role requires a deep understanding of market infrastructure entities and their impact on...

**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...

QUANTITATIVE RESEARCH ANALYST (JOB NUMBER: 2404GMFOS17977) **Key Words**: engineering, mathematics, quantitative research, quants, programming, computer science, optimization, finance, modelling, models, pricing, risk management, resources, margin, balance sheet, collateral, derivatives, XVA, regulatory, financing, stochastic calculus **About the...