SVP, Structured Finance Quant Modeling Leader

Morningstar DBRS; Greater London; Hybrid; GBP 135,000 - 196,000; Full time

Job summary

Morningstar DBRS is seeking a Senior Vice President in the Quant team to lead hands‑on development of structured finance credit models for RMBS, CMBS, ABS and CLOs. You will drive complex projects across Ratings, Methodology Review, Data Engineering and Technology while mentoring analysts and communicating findings clearly.

The role emphasizes practical modelling, robust numerical methods, and collaboration in a hybrid work environment with regular in‑person sessions to align with global

Qualifications

• Master's degree in Mathematics, Engineering, Physics, Economics, Finance, Statistics, or related quantitative field; PhD preferred.
• 10+ years of relevant experience in quantitative credit risk, including structured finance modelling (RMBS/CMBS/ABS/CLOs).
• Strong programming in Python or C++ and ability to write clear research articles or documentation.
• Rigorous data analysis on large datasets.
• Strong mathematical judgement and knowledge of stochastic calculus, numerical methods, Monte Carlo, and optimisation.
• Ability to translate complex problems into simple, transparent models with rigorous approach.
• Excellent understanding of securitisation products.
• Experience delivering multi‑team quantitative projects with momentum oversight.
• Strong communication and teaching skills for non‑technical audiences.

Responsibilities

• Own the design, implementation and enhancement of structured finance credit models.
• Lead complex model and methodology projects across quantitative, ratings, and Technology teams.
• Develop and maintain Python and C++ modelling libraries.
• Engage with analysts to translate business needs into modelling approaches.
• Prepare quantitative research papers and technical documentation.
• Mentor quantitative analysts through technical discussions and guidance.
• Review models, derivations, and code for correctness and robustness.
• Explain complex quantitative concepts to non‑technical audiences with worked examples.
• Develop transparent, interpretable credit risk models with justifiable assumptions.
• Utilize AI-assisted coding tools while maintaining independent programming skills.
• Research new datasets to support model development and credit analysis.
• Coordinate with Technology to ingest data sources and develop ETL processes.

Skills

Python

C++

Data analysis

Statistical modelling

Numerical methods

Communication

Mentoring

Education

Master's degree

PhD preferred

Quantitative discipline

Tools

NumPy

Pandas

SciPy

LaTeX

Job description

Morningstar DBRS is seeking a Senior Vice President in the Quant team to lead hands‑on development of structured finance credit models for RMBS, CMBS, ABS and CLOs. You will drive complex projects across Ratings, Methodology Review, Data Engineering and Technology while mentoring analysts and communicating findings clearly.

The role emphasizes practical modelling, robust numerical methods, and collaboration in a hybrid work environment with regular in‑person sessions to align with global