Save Job
Posted 1y ago

Senior Quantitative Backtesting Analyst

@ Alter Solutions
Lisbon, Portugal
HybridFull Time
Responsibilities:supporting data accommodation, reconciling data, implementing automated tools
Requirements Summary:Technical skills in statistics, mathematics, algorithms, credit risk knowledge, and programming in SAS and Python.
Technical Tools Mentioned:SAS, Python, Microsoft Excel, Microsoft PowerPoint, Microsoft Word
Save
Mark Applied
Hide Job
Report & Hide
Job Description
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, Insurance, Transport, Aviation and Energy.

Job Description:

Support the team on 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 language: SAS and Python     
  • Proficiency in Microsoft Excel, Power Point and Word 

Language Skills    

  • Good writing and communication skills (English)  - Fluent

Soft skills:

  • Ability to deliver/Results Driven
  • Critical Thinking 
Additional Information:

Location: Hybrid working model in Lisbon.