SVP, Structured Finance Quant Modeling Leader

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

Benefits offered by this job

Hybrid work model

In-office collaboration days

Job summary

Morningstar, Inc. seeks a Senior Vice President to lead the Quant team in credit rating modelling across RMBS, CMBS, ABS and structured credit. You will drive hands-on design, implementation and enhancement of complex models and algorithms.

You will mentor analysts, coordinate cross-functional workstreams, and deliver robust, transparent modelling solutions with emphasis on numerical rigour and interpretable results.

Qualifications

• Master's degree in Mathematics, Engineering, Physics, Economics, Finance, Statistics, or related quantitative discipline.
• PhD preferred.
• At least 10 years in quantitative credit risk with hands-on experience in structured finance models.

Responsibilities

• Take hands-on ownership of design, implementation and enhancement of structured finance credit models.
• Lead complex model development projects with cross-team coordination.
• Develop, maintain and enhance Python and C++ modelling libraries.
• Engage with rating analysts to translate business needs into modelling approaches.
• Prepare quantitative research papers and technical documentation.

Skills

Python

C++

Mathematical modeling

Statistical analysis

Monte Carlo simulation

Numerical methods

Data analysis

Communication skills

Education

Master's degree in quantitative field

PhD preferred

Tools

NumPy

Pandas

SciPy

LaTeX

AWS

Job description

Morningstar, Inc. seeks a Senior Vice President to lead the Quant team in credit rating modelling across RMBS, CMBS, ABS and structured credit. You will drive hands-on design, implementation and enhancement of complex models and algorithms.

You will mentor analysts, coordinate cross-functional workstreams, and deliver robust, transparent modelling solutions with emphasis on numerical rigour and interpretable results.