drjobs Senior Quantitative Backtesting Analyst

Senior Quantitative Backtesting Analyst

Employer Active

1 Vacancy
drjobs

Job Alert

You will be updated with latest job alerts via email
Valid email field required
Send jobs
Send me jobs like this
drjobs

Job Alert

You will be updated with latest job alerts via email

Valid email field required
Send jobs
Job Location drjobs

Lisbon - Portugal

Monthly Salary drjobs

Not Disclosed

drjobs

Salary Not Disclosed

Vacancy

1 Vacancy

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

Company Industry

About Company

Report This Job
Disclaimer: Drjobpro.com is only a platform that connects job seekers and employers. Applicants are advised to conduct their own independent research into the credentials of the prospective employer.We always make certain that our clients do not endorse any request for money payments, thus we advise against sharing any personal or bank-related information with any third party. If you suspect fraud or malpractice, please contact us via contact us page.