Senior Quantitative Backtesting Analyst

TLDR

Support data accommodation for LGD backtesting processes through reconciliations and implementation of automated tools, utilizing technical expertise in statistics and credit risk.

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.

Alter Solutions is an international IT consultancy that specializes in software development and cloud computing, focusing on driving digital transformation for industrial sectors worldwide. With a diverse client base across industries like banking, aviation, and energy, Alter Solutions stands out by combining local expertise with a global network to deliver tailored and scalable technology solutions.

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