Senior Quantitative Backtesting Analyst

About this job

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 • 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. 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.