Senior Quantitative Backtesting Analyst

Senior Quantitative Backtesting Analyst
Lisboa
Lisboa, Lisboa, Portugal

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 such as Banking, Insurance, Transport, Aviation, and Energy.

Job Description

Support the team in 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 languages: SAS and Python
• Proficiency in Microsoft Excel, Power
  Point, and Word

Language Skills

• Good writing and communication skills in English - Fluent

Soft Skills

• Ability to deliver results / Results Driven
• Critical Thinking

Additional Information

Location: Hybrid working model in Lisbon.

Seniority level: Mid-Senior level

Employment type: Full-time

Job function: Health Care Provider

Industries: Banking

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