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 Ratings' analytical relevance.
Role type
Associate Director, Model Developer (Structured Finance)
Builds
Quantitative solutions and tools for credit analysts
Domain
Structured Finance / Credit Risk Modeling
Deliverable
production ML models
Required skills
Quantitative modeling, SQL, R, Python, C++, MATLAB, Microsoft Excel/VBA, Database modeling/design, Capital markets knowledge, Credit risk modeling
Preferred skills
Financial Engineering, Statistics, Quantitative Finance, Computer Science, Mathematics, Economics
Technologies
R, Python, C++, MATLAB, SQL, Oracle, Sybase, Access, VBA
Responsibilities
Develop and maintain nimble, user-friendly quantitative solutions and tools for credit analysts; Synthesize and analyze large datasets to derive analytic value; Proactively identify and implement creative solutions to drive continuous improvement; Provide analytical insight and technical guidance for complex problems; Coach and guide junior developers on technical tasks and best practices.
Seniority
Senior, hands-on IC with mentorship responsibilities