Senior Quantitative Backtesting Analyst
act digital · Lisbon
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- Company
- act digital
- Location
- Lisbon
- Posted
- June 5, 2025
About this job
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.
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