This job is with Morningstar, an inclusive employer and a member of myGwork – the largest global platform for the LGBTQ+ business community. The Structured Finance Analytics Team is composed of a Quant team, a Data Analytics team, a Solutions team, and a Cashflow Modelling team. The Quant team has been growing over the last few years, comprising a global team of more than a dozen people today, located in the US and in Europe. The Quant team builds models and analytical tools to help rating analysts assess the credit risk of a transaction.

Si desea conocer los requisitos para este puesto, siga leyendo para obtener toda la información relevante. As a Senior Vice President (SVP) in the Quant team, you will provide hands-on technical leadership in structured finance credit rating modelling across RMBS, CMBS, ABS and Structured Credit. You will work with the Credit Ratings, Credit Practices, Methodology Review Function, Data Engineering and Technology teams to deliver rigorous models that meet analytical needs. Take hands-on ownership of the design, implementation and enhancement of structured finance credit models. ~ Lead complex model and methodology development projects through to release, coordinating technical workstreams, dependencies, timelines and stakeholders across quantitative, ratings, review and Technology teams. ~ Develop, maintain and enhance proprietary Python and C++ modelling libraries. ~ Engage with rating analysts to understand analytical challenges and emerging market trends, and translate business needs into appropriate modelling approaches. ~ Develop analytically sound, transparent and interpretable approaches to complex credit risk problems, favouring simple, well-justified solutions over unnecessary modelling complexity. ~ Ability to use AI-assisted coding tools effectively, while maintaining strong independent programming skills and taking full responsibility for understanding, reviewing and validating generated code. ~ Research and assess new datasets, whether publicly available or accessible under licensing agreements,



to support model development and credit analysis. ~ Coordinate with the Technology team to ingest new data sources and develop the associated extract, transform and load (ETL) processes. A minimum of a master's degree in Mathematics, Engineering, Physics, Economics, Finance, Statistics, or a related quantitative discipline. A PhD is preferred. ~ At least 10 years of relevant professional experience in quantitative credit risk, including substantial hands-on experience developing structured finance default and loss models for RMBS, CMBS, ABS and/or CLOs. Strong programming skills in Python or C++ and experience writing clear research articles and/or technical documentation. ~ Ability to perform rigorous data analysis on large datasets. ~ Proven experience delivering complex quantitative projects involving multiple teams and interdependent workstreams, with strong organisational skills and the ability to anticipate bottlenecks, resolve issues and maintain momentum through review, approval and release. ~ Proven experience mentoring quantitative analysts and reviewing credit models and mathematical derivations. Experience working within or with a credit rating agency. ~ For candidates whose main programming language is C++, familiarity with the Python numerical computing and data science ecosystem, including NumPy, Pandas, Scikit-Learn and SciPy. ~ Experience developing cloud applications (AWS preferably). ~ If you receive and accept an offer from us, we require that personal and any related investments be disclosed confidentially to our Compliance team. These investments will be reviewed to ensure they meet Code of Ethics requirements. If any conflicts of interest are identified, then you will be required to liquidate those holdings immediately. Morningstar's hybrid work environment gives you the opportunity to collaborate in-person each week as we've found that we're at our best when we're purposely together on a regular basis. In most of our locations, our hybrid work model is four days in-office each week. xiphteb No matter where you are, you'll have tools and resources to engage meaningfully with your integral colleagues.

📌 Senior Vice President, Quantitative Analyst, Structured Finance Analytics | Securitisation (Madrid)
🏢 Morningstar
📍 Madrid