Senior Quantitative Backtesting Analyst
act digital · Lisbon
Job description
About the role
Support the team in handling remediated data and automated tool data for LGD back‑testing processes. You will work on reconciling recovery data, maintaining back‑testing databases, and assisting with the implementation of a new recoveries automation tool.
Key responsibilities
- Reconcile remediated and current recoveries data.
- Reconcile remediated recoveries data with LGD back‑testing databases.
- Support the implementation of the recoveries automated tool.
Required profile
- Strong background in statistics, mathematics and algorithms.
- Knowledge of credit risk concepts.
- Previous experience in modelling and back‑testing processes.
- Excellent written and verbal communication skills in English.
Required skills
- SAS programming.
- Python programming.
- Microsoft Excel, PowerPoint and Word.
- Statistical and mathematical analysis.
- Algorithms development.
- Credit risk knowledge.
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Published 14 hours ago
Expires 1 month from now
4 views · 0 interested
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act digital
Lisbon