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 solutions, analytic tools, and production engines for credit analysts
Domain
Structured Finance, Credit Risk Modeling, Capital Markets
Deliverable
production ML models | product features
Required skills
Quantitative modeling, SQL, R, Python, C++, MATLAB, Microsoft Excel/VBA, Database modeling/design, Credit risk modeling knowledge
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 global credit analysts; Synthesize and analyze large datasets to derive insights for credit ratings; Implement creative solutions to improve models and workflows; Provide technical guidance on complex problems; Coach junior developers on technical tasks and best practices; Write clear specifications and development documentation.
Seniority
Senior, hands-on IC with mentorship responsibilities