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    Senior Quantitative Backtesting Analyst - Lisboa, Portugal - Alter Solutions Group

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    Descrição

    Alter Solutions Portugal is an IT Consultancy Company, promoter of Digital Transformation, part of the Alter Solutions Group, created in 2006, in Paris.

    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 experienceJob 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 dataReconciliation of remediated recoveries data and LGD back testing databasesPerform the User Acceptance test for the recoveries automated toolFollow the implementation of the recoveries automated toolTechnical skills:Statistics / mathematics / algorithmsCredit risk knowledgeProgramming language: SAS; PythonProficiency in Microsoft Excel, Power Point and WordGood writing and communication skills (English)#J-18808-Ljbffr


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