Quantitative Backtesting Analyst Porto

Quantitative Backtesting Analyst
Porto
Porto, Porto District, Portugal

Experis Portugal is recruiting for one of our bigger clients, that is the leader in the banking sector in Europe, with presence in more than 60 countries. This job opportunity has a permanent contract directly with our client.

Responsibilities:

• Contribute to the production of backtesting on risk parameters by producing the different steps: Data collection, Database construction, Back testing production, Report preparation
• Contribute to the production of the backtesting ECB Templates
• Contribute to the production of the backtesting Shortcuts
• Participation in transversal projects related to credit risk models performance assessment
• Control and validation of LGD spreadsheet
• Improvement of existing tools and processes
• Ensure a robust permanent control framework to deliver in a timely manner, reliable and consistent backtesting
• Identify lack of model performance using statistics defined in the
  - testing methodology
• Analyse and document the results, deep dive analyses are performed, built on good understanding of the risk models and strong cooperation with risk modelling and risk management teams
• Communicate results to the regulator and relevant internal teams such as model validation team and capital team

Profile and Skills to Success

• Bachelor Degree in Mathematics / Statistics or related
• Up to 2 years of experience in Risk and Controls or similar
• Advanced level of English, both written and oral
• Knowledge in MS Office Excel
• Ability to deliver / results driven
• Ability to collaborate / teamwork
• Ability to develop and adapt a process
• Analytical ability
• Communication skills, both written and oral
• Problem solving

Job location: Porto | Hybrid model

Please, send your CV to:

Only applications submitted in English will be consider