Senior Quantitative Backtesting Analyst
Senior Quantitative Backtesting Analyst
Posted on :
06-06-2025
Employer Active
1 Vacancy
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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.
Remote Work :
No
Employment Type
Full Time
Key Skills
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