Senior Quantitative Backtesting Analyst

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...

QUANTITATIVE BACKTESTING ANALYST (JOB NUMBER: 2208RSK12279) **About the job** - By integrating the MP Lisbon team, the Model Performance Analyst works in a best in class Model team and in an international and dynamic environment **Your Main Activities Are** - Contribute to the production of backtesting on risk parameters by producing the different steps:...

**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...

QUANTITATIVE 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 SENIOR ANALYST (JOB NUMBER: 2306RSK15389) **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...

QUANTITATIVE BACKTESTING TRAINEE (JOB NUMBER: 2208RSK12277) **About the job** - By integrating the MP Lisbon team, the Model Performance Analyst works in a best in class Model team and in an international and dynamic environment **Your Main Activities Are** - Contribute to the production of backtesting on risk parameters by producing the different steps:...

**About the job** - By integrating the MP Lisbon team, the Model Performance Analyst works in a best in class Model team and in an international and dynamic environment **Your Main Activities Are** - Contribute to the production of backtesting on risk parameters by producing the different steps: Data collection, Database construction, Back testing...

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 as diverse as Banking,...

**About the job** - By integrating the MP Lisbon team, the Model Performance Analyst works in a best in class Model team and in an international and dynamic environment **Your Main Activities Are** - Contribute to the production of backtesting on risk parameters by producing the different steps: Data collection, Database construction, Back testing...

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 department, the Model Performance (MP) team develops and maintains the...