Quantitative Backtesting Analyst
2 semanas atrás
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. Responsibilities: Develop an operational monitoring report of rating model overrides;
- Develop an operational monitoring report of LGD model overrides.
**Oferecemos**:
- Personal accompaniment focused on Career Management;
- Continuous and personalized Training and Certification through our own Learning Center;
- Solidity;
- Trust and Growth;
- Competitive salary package with benefits.
-
Senior Quantitative Backtesting Analyst
Há 6 dias
Lisboa, Portugal askblue Tempo inteiroDo you know **askblue**? We were born in 2013, and we provide services in the field of information technology. We are looking for an** Senior Quantitative Backtesting Analyst** to join our company in one of our projects, in **Lisboa**. **Tasks**: - Reconciliation of remediated and current recoveries data; - Reconciliation of remediated recoveries data...
-
Senior Quantitative Backtesting Analyst
Há 5 dias
Lisboa, Portugal Alter Solutions Group Tempo inteiroCompany 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,...
-
Senior Quantitative Backtesting Analyst
Há 4 dias
Lisboa, Portugal Alter Solutions Group Tempo inteiroCompany 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,...
-
Senior Quantitative Backtesting Analyst
Há 6 dias
Lisboa, Portugal Alter Solutions Tempo inteiroCompany 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,...
-
Senior Quantitative Backtesting Analyst
Há 6 dias
Lisboa, Portugal Alter Solutions Tempo inteiro**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,...
-
Quantitative Backtesting Analyst
2 semanas atrás
Lisboa, Portugal BNP Paribas Tempo inteiro**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
Há 6 dias
Lisboa, Portugal BNP Paribas Tempo inteiroRISK 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 Quantitative Backtesting Analyst
Há 6 dias
Lisboa, Portugal BNP Paribas Tempo inteiro**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...
-
Lisboa, Portugal BNP Paribas Tempo inteiroRISK 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...
-
Quantitative Models Analyst Trainee
Há 4 dias
Lisboa, Portugal BNP Paribas Tempo inteiro**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 view...