Senior Quantitative Backtesting Analyst

Do you know askblue?

We were born in 2013, and we provide services in the field of information technology.

We are looking for an Senior Quantitative Backtesting Analyst to join our company in one of our projects, in Lisboa.

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.

Requirements:

• 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;
• Ability to deliver/Results Driven;
• Critical Thinking;
• Fluent in English

Work Arrangement:

• Hybrid

Offer:

• Health Insurance;

• 3 and a half days of leave per year + 22 vacation days;

• Unlimited access to Udemy.

If you are interested in the opportunity, upload your C.V. or send it to filipa.pinto@askblue.com with the reference #16675140 in the subject.

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