Senior Quantitative Backtesting Analyst

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 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. 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.