Senior Quantitative Backtesting Analyst Lisboa

Senior Quantitative Backtesting Analyst
Lisboa
Lisboa, Lisboa, Portugal

Client:

ALTER SOLUTIONS

Location:

Lisbon, Portugal

Job Category:

Other

-

EU work permit required:

Yes

Job Reference:

f6de3bb9b66a

Job Views:

7

Posted:

30. 06. 2025

Expiry Date:

14. 08. 2025

Job Description:

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
• Programming language: SAS and Python
• Proficiency in Microsoft Excel, Power Point and Word

Language Skills

• Good writing and communication skills (English) - Fluent
• Ability to deliver/Results Driven
• Critical Thinking

Additional Information

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