Associate Director, Model Developer, Structured Finance - New York or London
Core
Develop and maintain quantitative models and tools for credit rating analyses across structured finance asset classes (CMBS, RMBS, CLO, Covered Bonds, ABS) to support independent credit ratings.
Role type
Associate Director, Model Developer (Structured Finance)
Builds
Quantitative models, analytic solutions, and tools for credit analysts
Domain
Structured Finance / Credit Risk Modeling
Deliverable
production ML models | product features
Required skills
Quantitative modeling, SQL, R, Python, C++, MATLAB, Microsoft Excel/VBA, database design
Preferred skills
Capital markets knowledge, credit risk modeling, project management, stakeholder communication
Technologies
R, Python, C++, MATLAB, SQL, Oracle, Sybase, Access, Microsoft Excel/VBA
Responsibilities
Develop and maintain nimble quantitative solutions for global credit analysts; Synthesize large datasets to derive insights for credit ratings; Implement creative solutions to improve analytical workflows; Provide technical guidance for complex problems; Collaborate with analysts and validation groups; Coach junior developers on technical tasks
Seniority
Senior, hands-on IC with mentorship responsibilities