Senior Quantitative Backtesting Analyst

Reposted 23 Days Ago
Be an Early Applicant
Lisbon, PRT
In-Office
Senior level
Information Technology • Consulting
The Role
Support the team in reconciling remediated and current recoveries data and tool implementation for LGD backtesting processes.
Summary Generated by Built In
Company Description

act digital is a multinational company present in 12 countries, which combines local agility and global expertise to act as a strategic partner for our clients in delivering customized and scalable solutions.

In Portugal, we have around 120 clients and a team of over 400 people, working on projects in sectors as diverse as Banking, Insurance, Transport, Aviation and Energy.

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.

Skills Required

  • Experience in modelling and backtesting processes
  • Knowledge in credit risk
  • Proficiency in SAS and Python
  • Fluent in English writing and communication
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The Company
HQ: Versailles
616 Employees
Year Founded: 2006

What We Do

The Alter Solutions Group is an IT Consultancy group, promoter of Digital Transformation, created in 2006, in Paris. In 2022, Alter Solutions joined the act digital group, constituting a global community of talent in Technology, with presence in twelve countries: Germany, Belgium, Brazil, United States of America, Canada, Morocco, Spain, France, Luxembourg, Poland, Portugal and Serbia. In 2023, we were recertified as a Great Place to Work®. Know more about Life at Alter: https://www.linkedin.com/company/alter-solutions-group/life/altersolutionsgroup

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