Senior Quantitative Backtesting Analyst

at  Alter Solutions

Company Description
Alter Solutions Portugal is an IT Consultancy Company, promoter of Digital Transformation, part of the Alter Solutions Group, created in 2006, in Paris.
In 2022, Alter Solutions joined the act digital group, constituting a global community of talent in Technology, with presence in twelve countries: Germany, Belgium, Brazil, Canada, United States of America, Morocco, Spain, France, Luxembourg, Poland, Portugal and Serbia. Also in 2022, we were certified as a Great Place to Work©.
In Portugal, we partner with over 120 clients and a team of over 500 people, working in projects for industries as diverse as banking, insurance, transportation, aviation, energy, and telecom.
Headquarters of the Nearshore IT center, Alter Solutions Portugal has a dedicated team of around 30 specialized professionals, integrated into projects with several internationally renowned clients.
Job Description
We are looking for a Senior Quantitative Backtesting Analyst , with more than 5 years of experience!
Job Description : Support the team on the accommodation of remediated data and automated tool data on LGD back testing processes

TECHNICAL SKILLS:

• Statistics / mathematics / algorithms
• Credit risk knowledge
• Previous experience in modelling, backtesting processes
• Programming language: SAS; Python
• Proficiency in Microsoft Excel, Power Point and Word

SOFT SKILLS:

• Good writing and communication skills (English)
• Ability to deliver/Results Driven
• Critical Thinking
  Qualifications
  Additional Information

• Reconciliation of remediated and current recoveries data
• Reconciliation of remediated recoveries data and LGD back testing databases
• Perform the User Acceptance test for the recoveries automated tool
• Follow the implementation of the recoveries automated tool