Senior Quantitative Backtesting Analyst - Lisbon, Portugal - Alter Solutions

    Alter Solutions
    Alter Solutions Lisbon, Portugal

    há 2 semanas

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    Descrição
    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
    Array