Quantitative Analyst, Credit Ratings
Core
Conduct quantitative and qualitative analysis on underlying loans and properties collateralizing Residential Mortgage-Backed Securities (RMBS) transactions to assess credit risk.
Role type
Quantitative Analyst, Credit Ratings
Builds
Cash flow models, rating committee notes, and databases for underlying collateral
Domain
Financial Services / Securitization / Credit Ratings
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery
Required skills
credit rating process, securitization, deal analysis, collateral analysis, cashflow modeling, sensitivity analysis, SQL, VBA
Preferred skills
Python
Responsibilities
Review deal documents and legal documentation; analyze periodic data; prepare and run cash flow models; assist in building and maintaining collateral databases; collect and analyze data for criteria development and research reports; communicate with operations and technology teams; implement quick fix solutions; conduct research and market outreach; mentor junior analysts.
Seniority
Mid-level, hands-on IC