Svp, Structured Finance Quant Modeling (Madrid)

Svp, Structured Finance Quant Modeling (Madrid)

10 nov
|
Morningstar
|
Madrid

10 nov

Morningstar

Madrid

Morningstar, Inc. is seeking a Senior Vice President in the Quant team to lead structured finance credit modelling across RMBS, CMBS, ABS and CLOs.The role combines hands-on design with cross-functional leadership across ratings, methodology review, data engineering and technology teams. You will mentor analysts, develop robust modelling libraries in Python and C++, and translate complex quantitative results for diverse stakeholders.#J-18808-Ljbffr

📌 Svp, Structured Finance Quant Modeling (Madrid)
🏢 Morningstar
📍 Madrid

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