Senior Quantitative Backtesting Analyst
Core
Reconcile remediated and current recoveries data, align data with LGD backtesting databases, and support the implementation of automated recovery tools.
Role type
Senior quantitative backtesting analyst (credit risk)
Builds
LGD backtesting processes and automated recovery tools
Domain
Banking / Credit Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Statistics, mathematics, algorithms, credit risk knowledge, modeling, backtesting processes, SAS, Python, Microsoft Excel
Preferred skills
None stated
Technologies
SAS, Python, Microsoft Excel
Responsibilities
Reconcile remediated and current recoveries data, Reconcile remediated recoveries data and LGD backtesting databases, Follow the implementation of the recoveries automated tool
Seniority
Senior, hands-on IC
Sourced via smartrecruiters · Listed on CareerPlan, which tracks 70,000+ jobs from 20+ sources.