03 oct
|
Morningstar Credit Ratings
|
Madrid
03 oct
Morningstar Credit Ratings
Madrid
Morningstar Credit Ratings, LLC seeks a Quant Analyst to execute proprietary research and build credit rating models for ABS, CMBS, RMBS and Structured Credit.
Todos los candidatos deben asegurarse de leer atentamente la siguiente descripción del puesto y la información antes de enviar su solicitud.
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. xcskxlj
A PhD/Master’s preferred and 5+ years in ratings or finance are desired.
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📌 Senior Quant Analyst, Structured Finance & Credit Modeling (Madrid)
🏢 Morningstar Credit Ratings
📍 Madrid