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,...

**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:...

QUANTITATIVE BACKTESTING SENIOR ANALYST (JOB NUMBER: 2306RSK15389) **About the job** - Within the RISK ERA Models department, the Model Performance (MP) team develops and maintains the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF); including the relevant ad-hoc criteria measuring...

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...

**About the job** Within the RISK ERA Models department, the Model Performance (MP) team develops and maintains the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF); including the relevant ad-hoc criteria measuring the performance **Your Main Activities Are** Production of Retail...

**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...

col-wideJob Description:Job DescriptionCounterparty Risk Backtesting/ Model Performance AnalystLocation: Porto or LisbonJob 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...

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...

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 -...

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** 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...

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...

**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...

QUANTITATIVE RESEARCH ANALYST (JOB NUMBER: 2307RSK15798) **About the job** - Develop and continually improve the group’s risk modelling & measurement, analysis and back-testing capabilities, on market and counterparty risks **Your Main Activities Are** - Participate in methodology projects, gathering and documenting requirements, - Investigate, analyse...

**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 job** The XVA, Regulatory, and Financing Research team is in charge...

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 project of...

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 project of...

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 project of...