A
Altersolutions
Data Analyst

Senior Quantitative Backtesting Analyst

On-siteSeniorData Analystposted 15mo ago
Role summaryAI-generated

This role focuses on validating and integrating remediated data into LGD backtesting frameworks while overseeing the deployment of automated recovery tools, requiring deep expertise in credit risk validation and reconciliation processes. The position demands precision in statistical modeling and technical execution to ensure compliance and accuracy in financial risk assessments.

Skills required

About this role

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
  • Previous experience in modelling, backtesting processes
  • Programming language: SAS and Python
  • Proficiency in Microsoft Excel, Power Point and Word

Language Skills

  • Good writing and communication skills (English) - Fluent

Soft skills:

  • Ability to deliver/Results Driven
  • Critical Thinking

Additional Information

Location: Hybrid working model in Lisbon.

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Senior Quantitative Backtesting… at Altersolutions — Lisbon