Analyst, Credit Practice and Performance (Vice President-level)
Analyst, Credit Practice and Performance (Vice President-level)
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Job Description
About the Role
Morningstar DBRS is looking for a Vice President to join the Credit Practices team playing a key role in maintaining the integrity and transparency of global credit ratings.
In this role you will lead reporting on ratings performance collaborating closely with rating teams to gain deep insights into underlying credit dynamics and ensure accurate interpretation of ratings data.
You will also lead research on credit performance and publish insightful and engaging findings.
Job Responsibilities
Production of rating performance metrics:
- Compute rating performance metrics across all sectors (i) as required by regulation (ii) as requested by specific users and (iii) periodically or on an ad hoc basis as requested by Morningstar DBRS management
- Operationalize and document the process
Production of rating performance research both for publication and for internal use:
- Write and publish annual transition and default studies
- Produce sectorial or asset-class specific research including topical research rating performance monitoring and benchmarking studies comparing ratings to market-based indicators (e.g. credit spreads)
Periodic review and assessment of methodology for measuring rating performance:
- Review data selection and treatment
- Review choice of metrics
- Review implementation (e.g. coding code versioning and documentation)
Qualifications
- Bachelors degree (or equivalent) in a quantitative discipline such as statistics mathematics econometrics quantitative finance or a related field
- Minimum 8 years of relevant experience
- Experience conducting quantitative research ideally in credit or fixed income
- Proficiency with the Python data science stack and familiarity with GitHub or similar tools
- Effective written and verbal communication skills with the ability to explain technical concepts to non-technical audiences
Nice to have
- Familiarity with credit risk and rating agency methodologies is desirable
About Us
Morningstar DBRS is a leading provider of independent rating services and opinions for corporate and sovereign entities financial institutions and project and structured finance instruments globally. Rating more than 4000 issuers and 60000 securities it is one of the top four credit rating agencies in the world.
Morningstar DBRS empowers investor success by bringing more transparency and a much-needed diversity of opinion in the credit rating industry. Our approach and size allow us to be nimble enough to respond to customers needs in their local markets but large enough to provide the necessary expertise and resources they require. Market innovators choose to work with us because of our agility tech-forward approach and exceptional customer service.
Morningstar DBRS is the next generation of credit ratings.
If you receive and accept an offer from us we require that personal and any related investments be disclosed confidentiality to our Compliance team (days vary by region). These investments will be reviewed to ensure they meet Code of Ethics requirements. If any conflicts of interest are identified then you will be required to liquidate those holdings addition dependent on your department and location of work certain employee accounts must be held with an approved broker (for example all U.S. employee accounts). If this applies and your account(s) are not with an approved broker you will be required to move your holdings to an approved broker.
Morningstars hybrid work environment gives you the opportunity to work remotely and collaborate in-person each week. While some positions are available as fully remote weve found that were at our best when were purposely together on a regular basis typically three days each week. A range of other benefits are also available to enhance flexibility as needs change. No matter where you are youll have tools and resources to engage meaningfully with your global colleagues.
R07DBRSRtgsLtdUK DBRS Ratings Limited - UK Legal EntityRequired Experience:
Exec
Employment Type
Full-Time
