Risk Model Performance Backtesting Senior Analyst

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...

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...

**About the job** - The Risk Quantitative Backtesting Analyst develops and maintains the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF), or contributes to other studies and projects within team's responsibility **Your Main Activities Are** Contribute to the production of...

**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:...

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...

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...

**Job Description Overview**We are seeking a seasoned Counterparty Risk Model Expert to join our team at Alter Solutions Group. As a key member of our risk management team, you will be responsible for analyzing and improving the performance of our counterparty risk models.**Responsibilities**Analyze and interpret various CCR backtesting reports to identify...

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 teamsBut 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...

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....

**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** 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...

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...

**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...

Banco de Investimento Global (BiG) is an independent investment bank headquartered in Lisbon. We are currently seeking applications for a Financial Models Analyst to join our Corporate Finance team.Position Overview The selected candidate will play a nuclear role in analyzing and improving financial models used by different teams across the Bank, including...

Banco de Investimento Global (BiG) is an independent investment bank headquartered in Lisbon. We are currently seeking applications for a Financial Models Analyst to join our Corporate Finance team.Position OverviewThe selected candidate will play a nuclear role in analyzing and improving financial models used by different teams across the Bank, including...

Banco de Investimento Global (BiG) is an independent investment bank headquartered in Lisbon. We are currently seeking applications for a Financial Models Analyst to join our Corporate Finance team.Position OverviewThe selected candidate will play a nuclear role in analyzing and improving financial models used by different teams across the Bank, including...

Banco de Investimento Global (BiG) is an independent investment bank headquartered in Lisbon.We are currently seeking applications for a Financial Models Analyst to join our Corporate Finance team.Position Overview The selected candidate will play a nuclear role in analyzing and improving financial models used by different teams across the Bank, including...

.As Senior Consultant / Manager, with our support, you will work with a range of regulatory projects within our FSRM team. That will mean using your technical knowledge and client facing experience to help prestigious clients in financial services market (Banking and Capital Markets, Asset Management and Insurance) and make strategic and operational changes...