Risk Quantitative Backtesting Analyst

**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...

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...

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...

**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:...

**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....

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...

**About the job** - The mission of the RISK Quantitative Research Analyst is to develop and continually improve the group’s risk modelling & measurement, analysis and back-testing capabilities, on market and counterparty risks - SIGMA is the quantitative modelling team with overall responsibility for market, liquidity and counterparty credit risk methods...

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...

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 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 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 SummaryGalp Energia España Sau is seeking a highly skilled Quantitative Risk Specialist to join our team. As a key member of our risk management department, you will play a crucial role in identifying, assessing, and mitigating financial risks within the organization.Key ResponsibilitiesConduct thorough assessments of potential market risks associated...

**About the Role**We are seeking a skilled Quantitative Risk Analyst to join our team in Lisboa, Lisbon. As a key member of our information technology department, you will play a crucial role in managing and mitigating financial risk.Main Responsibilities:Develop and implement risk management models and strategiesAnalyze and interpret financial data 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...

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...

At Galp, we believe that together we can make a difference in society by contributing to a more sustainable energy future. Changes starts with our people, where agility, continuous improvement, internal alignment and external focus are the values that define our organization where everyone, without exception, can reach their ultimate potential. We're...

Job SummaryWe are seeking a highly skilled Quantitative Risk Analyst to join our team at ALTER SOLUTIONS. As a key member of our Market Risk and Financial Institutions teams, you will be responsible for supporting the calibration, computation, analysis, and reporting of valuation adjustments for assigned perimeters.Main ResponsibilitiesMonthly calibration,...