Senior Quantitative Backtesting Analyst Lisboa

Senior Quantitative Backtesting Analyst
Lisboa
Lisboa, Lisboa, Portugal

? Who are we?

As the founding entity of RAINBOW PARTNERS, Quanteam is a consulting firm specializing in the fields of Banking, Finance, and Financial Services. Guided by our core values of closeness, teamwork, diversity, and excellence, our team of 980 expert consultants, representing 35 different nationalities, collaborates across 12 international offices: Paris, Lyon, New York, Montreal, London, Brussels, Geneva, Lisbon, Porto, Casablanca, Madrid and Singapore. Committed to sustainability (Ecovadis Gold), diversity (gender index: 92%), and quality of work life (Best Workplace Experience), Quanteam is a
- thinking enterprise.

? Our Expertise

With a dual expertise in both business and IT, Quanteam supports its corporate clients (investment banks, asset management companies, private and retail banks, custodians, etc. ) across the entire Front-to-Back spectrum in evolving their business activities and transformation projects.

Our teams are organized into 5 expertise areas:

➡ Quantitative Finance

➡ Risk, Compliance, and Regulatory

➡ Operations and Finance

➡ Transformation and Organization

➡ Information Systems

In 2023, Quanteam generated a revenue of €74. 6 million.

? We are looking for a Senior Quantitative Backtesting Analyst.

Main Tasks:

• Reconciliation of remediated and current recoveries data (2 - Practice).
• Reconciliation of remediated recoveries data and LGD backtesting databases (2 - Practice).
• Follow the implementation of the recoveries automated tool ( 2 - Practice).

Technical Skills:

• Statistics / mathematics / algorithms (3 - Expert).
• Credit risk knowledge (3 - Expert).
• Previous experience in modelling, backtesting processes (3 - Expert).
• Programming language : 1/ SAS 2/ Python (3 - Expert).
• Proficiency in Microsoft Excel, Power Point and Word (3 - Expert).
• Fluency in English is mandatory.

? Hybrid Role in Lisbon.

? If you feel this opportunity is for you, send your CV and join our team!