Senior Quantitative Backtesting Analyst

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

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

Location: Hybrid working model in Lisbon.