Senior Quantitative Backtesting Analyst

3 semanas atrás


Lisboa, Portugal Alter Solutions Group Tempo inteiro

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, Transport, Aviation, and Energy. Job Description Support the team in the accommodation of remediated data and automated tool data on LGD back testing processes. Main Tasks Reconciliation of remediated and current recoveries data Reconciliation of remediated recoveries data and LGD backtesting databases Follow the implementation of the recoveries automated tool Qualifications Technical skills: Statistics / mathematics / algorithms Credit risk knowledge Previous experience in modelling, backtesting processes Programming languages: SAS and Python Proficiency in Microsoft Excel, PowerPoint, and Word Language Skills Good writing and communication skills in English - Fluent Soft Skills Ability to deliver results / Results Driven Critical Thinking Additional Information Location: Hybrid working model in Lisbon. Seniority level: Mid-Senior level Employment type: Full-time Job function: Health Care Provider Industries: Banking Referrals increase your chances of interviewing at Alter Solutions Group by 2x. Get notified about new Senior Quantitative Analyst jobs in Lisboa, Lisbon, Portugal . #J-18808-Ljbffr



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