Analyst, Quant, Structured Finance Analytics (Mathematical Modelling)

bout the role:

The Structured Finance Analytics Team is composed of a Quant team a Data Analytics team a Solutionsteamand a Cashflow Modelling team. The Quant team has been growing over the last few years and is now composedby13 part of the Quant team you will build modelsmodelsand analytical tools to help rating analysts to assess the credit risk of a transaction. Although some projects are global this team mostly covers European needs.

As a Quant Analyst you will execute proprietary research for buildingvarioustypesof statistical credit ratingmodels such as factor models and predictive models covering asset classes of ABS CMBS Covered Bond RMBS and Structured Credit.

The Structured Finance Ratings Modeling team will collaborate with members from the Credit Ratings Credit Practices Independent Review Data and Technology teams to create class leading models that are as innovative as they are easy to understand in the marketplace.

You will be expected to adopt an iron sharpens iron attitude where the focus is on making everyone better. The ideal candidatewilldemonstratesolid quantitative skills in statistics and mathematics machine learning numericalmethodsand software engineering. This position reports to the Associate Managing Director who leads the team.

Responsibilities:

• Apply statistical and mathematical modelling to the development and implementation of credit rating methodologies into quantitative models and tools.

• Maintain and enhance proprietary Python and R libraries related to model building.

• Leverage structured and unstructured datasets to build new Quant frameworks toassistanalysts in informed decision making.

• Assistingdevelopment of Analytics-based solutions taking ownership of the design and development of solutions toscaleinformation ingestion storage computation (training/inference) validation.

• Participate in analyst conversationsfor understandingongoing analyst issues.

Requirements:

• Masters degree in mathematicsengineeringor physics.

• Up to 2 years of investment research / rating agencies experience with emphasis on fixed income research / analysis credit modelling.

• Knowledge of probability theory numericalanalysisand stochastic calculus.

• Knowledge of numerical methods (numerical integration Monte Carlo simulation root-findingand generaloptimisationtechniques).

• Coding skills in a major programming language such as Python C/CorR /MATLAB.

Nice to have:

• CQF certification.

• Exposure to main Python packages for numerical computing and Machine Learning / Data Science (NumPy Pandas Scikit-Learn and SciPy).

• Ability to perform rigorous data analysis on large datasets.

• Experience developing applications on cloud (AWS preferably).

• Understanding ofboth business and technical requirements and the ability to serve as a conduit between technical and non-technical departments.

• Familiarity fixed income and structured finance.

Base Salary Compensation Range

EUR 42000.00-57800.00

Bonus Target:

10% Annual

Base Salary Compensation Range

Bonus Target:

We expect the compensation and target bonus for this role to fall within the stated range. The specific compensation offered will depend on the candidates qualifications experience and other job-related factors.

Morningstars hybrid work environment gives you the opportunity to collaborate in-person each week as weve found that were at our best when were purposely together on a regular most of our locations our hybrid work model is four days in-office 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.