Morningstar is seeking a Senior Vice President to lead the Quant team within Structured Finance Analytics. You will drive hands-on modelling for RMBS, CMBS, ABS, and CLOs, coordinating with Credit Ratings, Data Engineering and Technology to deliver rigorous, robust models. You will develop and maintain Python and C++ libraries, mentor analysts and communicate complex quantitative concepts clearly to both technical and non-technical stakeholders, while guiding research papers and technical docs. #J-18808-Ljbffr
📌 Senior VP, Quantitative Credit Modeling (Comunidad de Madrid)
🏢 Morningstar
📍 Comunidad de Madrid
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