Senior Quantitative Backtesting Analyst

Company Description act digital is a multinational company present in 12 countries, which combines local agility and global expertise to act as a strategic partner for our clients in delivering customized and scalable solutions. In Portugal, we have around 120 clients and a team of over 400 people, working on projects in sectors such as Banking, Insurance,...

QUANTITATIVE BACKTESTING SENIOR ANALYST (JOB NUMBER: 2204RSK10654) **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...

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...

**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 The team carries out many other studies and...

**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...

**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 responsibility **Your Main Activities Are** - Contribute to the production...

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 -...

QUANTITATIVE ANALYST (JOB NUMBER: 2203RSK10199) **About the job** - This position will allow you to become a central player within the market infrastructures and CCPs environment, which is an essential link in the business' operations. - Clearing through CCPs affects all asset classes and as such, the post will provide you with a broad knowledge across many...

**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...

**About the job** This position will allow the applicant to become a central player within BNPP CCP domain, the latter an essential market infrastructure in the daily activity of the Bank. The post will provide an opportunity to interact across many functions within the group, allowing to: Develop a network through collaboratively working with numerous...