About this role
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 databasesFollow the implementation of the recoveries automated tool Technical skills:
Statistics / mathematics / algorithms Credit risk knowledgePrevious 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) - FluentSoft skills:
Ability to deliver/Results DrivenCritical Thinking Location: Hybrid working model in Lisbon.