Senior Quantitative Backtesting Analyst

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.

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.