Senior Quantitative Backtesting Analyst

<p>Do you know <strong>askblue</strong>?<br />
<br />
We were born in 2013, and we provide services in the field of information technology.<br />
<br />
We are looking for an<b> Senior Quantitative Backtesting Analyst</b> to join our company in one of our projects, in <b>Lisboa</b>.<br />
<br />
<strong>Tasks:</strong></p>

<ul>
<li>Reconciliation of remediated and current recoveries data;</li>
<li>Reconciliation of remediated recoveries data and LGD backtesting databases;</li>
<li>Follow the implementation of the recoveries automated tool.</li>
</ul>

<p><strong>Requirements:</strong></p>

<ul>
<li>Statistics / mathematics / algorithms; </li>
<li>Credit risk knowledge;                               </li>
<li>Previous experience in modelling, backtesting processes;</li>
<li>Programming language: SAS and Python;</li>
<li>Proficiency in Microsoft Excel, Power Point and Word;</li>
<li>Ability to deliver/Results Driven;</li>
<li>Critical Thinking;</li>
<li>Fluent in English</li>
</ul>

<p><br />
<strong>Work Arrangement: </strong></p>

<ul>
<li>Hybrid </li>
</ul>

<p><br />
<strong>Offer:</strong></p>

<ul>
<li>
<p>Health Insurance;</p>
</li>
<li>
<p>3 and a half days of leave per year + 22 vacation days;</p>
</li>
<li>
<p>Unlimited access to Udemy.</p>
</li>
</ul>

<p><br />
If you are interested in the opportunity, upload your C.V. or send it to filipa.pinto@askblue.com with the reference <strong>#16675140</strong> in the subject.<br />
<br />
<strong>askblue - Where Business meets Technology</strong></p>