Senior Quant Analyst, Structured Finance & Credit Modeling

Morningstar; Madrid; Híbrido; EUR 63.000 - 92.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Hybrid work model

Descripción de la vacante

Morningstar Credit Ratings, LLC seeks a Quant Analyst to execute proprietary research and build credit rating models for ABS, CMBS, RMBS and Structured Credit. You will collaborate with the Credit Ratings, Methodology, Data Engendering and Technology teams to create scalable models.

Responsibilities include developing and maintaining Python and C++ libraries, leveraging large datasets, and writing quantitative papers. A PhD/Master’s preferred and 5+ years in ratings or finance are desired.

Formación

• Bachelor’s degree or higher in a quantitative field, Master’s/PhD preferred.
• Minimum 5 years in a rating agency or financial institution.
• Hands-on RMBS/ABS/CLO default and loss modelling experience.
• Proficiency in Python or C++; experience with LaTeX for docs.
• Strong statistical and numerical methods knowledge; securitisation expertise.
• Experience in cloud environments (AWS) is a plus.

Responsabilidades

• Support rating methodology development and implement quantitative models.
• Develop, maintain, and enhance Python and C++ libraries for modelling.
• Leverage large datasets to build new quantitative frameworks for analysts.
• Develop analytics-based solutions for ingestion, storage, computation, validation.
• Engage with analysts to address issues and market trends.
• Contribute to research papers on model development and methodology.

Conocimientos

Python

C++

LaTeX

Data analysis

Statistics

Monte Carlo

Numerical methods

Stochastic calculus

Securitisation knowledge

Cloud AWS

Educación

Bachelor’s degree; Master’s degree or PhD preferred in Mathematics, Engineering, Physics, Economics, Finance, Statistics, or a related quantitative discipline

Herramientas

NumPy

Pandas

Scikit-learn

SciPy

Descripción del empleo

Morningstar Credit Ratings, LLC seeks a Quant Analyst to execute proprietary research and build credit rating models for ABS, CMBS, RMBS and Structured Credit. You will collaborate with the Credit Ratings, Methodology, Data Engendering and Technology teams to create scalable models.

Responsibilities include developing and maintaining Python and C++ libraries, leveraging large datasets, and writing quantitative papers. A PhD/Master’s preferred and 5+ years in ratings or finance are desired.