Senior VP, Structured Finance Quant Modeling

DBRS; City of Westminster; On-site; GBP 180,000 - 260,000; Full time

Job summary

DBRS is seeking a Senior Vice President to lead the Quant team in the design and enhancement of structured finance credit models. You will own modelling libraries in Python and C++, mentor analysts, and coordinate with Technology, Ratings, and Data Analytics to deliver robust credit risk solutions.

The role requires a master’s degree in a quantitative field and 10+ years in quantitative credit risk, with deep knowledge of RMBS/CMBS/ABS/CLOs, factor models, and survival analysis.

Qualifications

• Master's degree in Mathematics, Engineering, Physics, Economics, Finance, Statistics, or related quantitative discipline.
• A PhD is preferred.

Responsibilities

• Take hands-on ownership of the design, implementation and enhancement of structured finance credit models.
• Lead complex model and methodology development projects through to release, coordinating technical workstreams across quantitative, ratings, review and Technology teams.
• Develop, maintain and enhance proprietary Python and C++ modelling libraries.
• Engage with rating analysts to translate business needs into modelling approaches.
• Lead the preparation of quantitative research papers and technical documentation.
• Mentor quantitative analysts through regular technical discussions and practical support.
• Review colleagues' models, mathematical derivations, code and papers for correctness and robustness.
• Explain complex quantitative concepts to non-technical colleagues using worked examples.
• Develop transparent and interpretable approaches to complex credit risk problems; favour simple, well-justified solutions.
• Use AI-assisted coding tools effectively while maintaining strong programming skills and validating generated code.
• Research and assess new datasets to support model development and credit analysis.
• Coordinate with Technology to ingest new data sources and develop ETL processes.
• Strong mathematical judgement with knowledge of statistics, stochastic calculus and numerical methods.
• Excellent understanding of securitisation products.
• Proven experience delivering complex quantitative projects with multiple teams.
• Demonstrated communication and teaching skills.

Skills

Python

C++

Quantitative modelling

Structured finance modelling

Statistical modelling

Data analysis

Monte Carlo simulation

Mathematical judgement

Communication

Mentoring

Problem solving

Education

Master's degree in a quantitative discipline

PhD preferred

Tools

NumPy

Pandas

SciPy

LaTeX

AWS

Job description

DBRS is seeking a Senior Vice President to lead the Quant team in the design and enhancement of structured finance credit models. You will own modelling libraries in Python and C++, mentor analysts, and coordinate with Technology, Ratings, and Data Analytics to deliver robust credit risk solutions.

The role requires a master’s degree in a quantitative field and 10+ years in quantitative credit risk, with deep knowledge of RMBS/CMBS/ABS/CLOs, factor models, and survival analysis.