Senior Quantitative Backtesting Analyst
Há 13 horas
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, United States of America, Morocco, Spain, France, Luxembourg, Poland, Portugal and Serbia. Also in 2022, we were certified as a Great Place to Work©.
In Portugal, we partner with over 120 clients and a team of over 500 people, working in projects for industries as diverse as banking, insurance, transportation, aviation, energy, and telecom.
Headquarters of the Nearshore IT center, Alter Solutions Portugal has a dedicated team of around 30 specialized professionals, integrated into projects with several internationally renowned clients.
Job Description
We are looking for a **Senior Quantitative Backtesting Analyst **, with more than 5 years of experience
**Job Description **:Support the team on the accommodation of remediated data and automated tool data on LGD back testing processes
**Main Responsibilities**:
- Reconciliation of remediated and current recoveries data
- Reconciliation of remediated recoveries data and LGD back testing databases
- Perform the User Acceptance test for the recoveries automated tool
- Follow the implementation of the recoveries automated tool
**Technical skills**:
- Statistics / mathematics / algorithms
- Credit risk knowledge
- Previous experience in modelling, backtesting processes
- Programming language: SAS; Python
- Proficiency in Microsoft Excel, Power Point and Word
**Soft skills**:
- Good writing and communication skills (English)
- Ability to deliver/Results Driven
- Critical Thinking
Qualifications
Additional Information
-
Senior Quantitative Backtesting Analyst
Há 13 horas
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
4 semanas atrás
Lisboa, Portugal act digital EMEA - Alter Solutions Tempo inteiroJoin to apply for the Senior Quantitative Backtesting Analyst role at act digital EMEA – Alter Solutions. act digital is a multinational company present in 12 countries, combining 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...
-
Senior Quantitative Backtesting Analyst
4 semanas atrás
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 13 horas
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 Model Backtesting Analyst
2 semanas atrás
Lisboa, Portugal BNP Paribas Tempo inteiroQUANTITATIVE MODEL BACKTESTING ANALYST (JOB NUMBER: 2302RSK13942) By Joining RISK Portugal at BNP Paribas, you will be part of a dynamic, talented and expert team, with a global coverage. You will be able to develop your knowledge through career development plan and internal mobility. The journey starts here. About the team Within the RISK ERA Models...
-
Quantitative Backtesting Analyst
1 semana 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:...
-
Quantitative Backtesting Analyst
Há 6 dias
Lisboa, Portugal Olisipo Tempo inteiroReferência 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....
-
Risk Quantitative Backtesting Analyst
Há 13 horas
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...
-
Quantitative Model Backtesting Analyst
2 semanas atrás
Lisboa, Portugal BNP Paribas Tempo inteiroBy Joining RISK Portugal at BNP Paribas, you will be part of a dynamic, talented and expert team, with a global coverage. You will be able to develop your knowledge through career development plan and internal mobility. The journey starts here. About the team Within the RISK ERA Models department, the Model Performance (MP) team develops and maintains the...
-
Quantitative Backtesting Analyst
1 semana atrás
Lisboa, Portugal BNP PARIBAS PERSONAL FINANCE Tempo inteiroWant 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...