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 S&P Global's analytical relevance.
Role type
Associate Director, Model Developer (Structured Finance)
Builds
Quantitative solutions, tools, and analytic workflows for credit analysts
Domain
Structured Finance, Credit Risk, Capital Markets
Deliverable
production ML models
Required skills
Quantitative modeling, SQL, Python, R, C++, MATLAB, Microsoft Excel/VBA, Database design
Preferred skills
Credit risk modeling, Multi-stage project management, Technical documentation, Mentoring junior developers
Technologies
Python, R, C++, MATLAB, SQL, Oracle, Sybase, Access, VBA
Responsibilities
Develop and maintain nimble quantitative solutions for credit analysts; Synthesize large datasets to derive insights for credit ratings; Identify and implement creative solutions for model improvement; Provide technical guidance for complex problems; Coach junior developers on best practices; Write clear specifications and development documentation.
Seniority
Senior, hands-on IC with mentorship responsibilities