4 месяца назад
Senior Quantitative Backtesting Analyst (Credit Risk)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Senior Quantitative Backtesting Analyst (Credit Risk): Supporting the team in the accommodation of remediated data and automated tool data on LGD backtesting processes with an accent on data reconciliation and database integrity. Focus on implementing recoveries automated tools and ensuring accuracy in credit risk modeling workflows.
Location: Hybrid working model in Lisbon, Portugal
Company
is a multinational strategic partner providing customized and scalable solutions across diverse sectors including banking, insurance, and energy.
What you will do
- Reconcile remediated and current recoveries data.
- Perform reconciliation between remediated recoveries data and LGD backtesting databases.
- Support the implementation and monitoring of the recoveries automated tool.
- Collaborate with the team to ensure data accuracy in backtesting processes.
Requirements
- English: Fluent (C1)
- Strong background in statistics, mathematics, or algorithms.
- Solid knowledge of credit risk principles.
- Proven experience in modelling and backtesting processes.
- Proficiency in SAS and Python.
- Advanced skills in Microsoft Excel, PowerPoint, and Word.
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