Opis
About the Team The Structured Finance Analytics Team is composed of a Quant team, a Data Analytics team, a Solutions team, and a Cashflow Modelling team. The Quant team has been growing over the last few years, comprising a global team of a dozen people today, located in the US and in Europe. The Quant team builds models and analytical tools to help rating analysts assess the credit risk of a transaction.
The Role As a Quant Analyst you will execute proprietary research for building various types of credit rating models, such as factor models and predictive models covering asset classes of ABS, CMBS, RMBS and Structured Credit. The Quant team will collaborate with members from the Credit Ratings, Credit Practices, Methodology Review Function, Data Engendering and Technology teams to create class leading models that are as innovative as understandable in the marketplace.
Responsibilities
Support rating methodology development and participate in the implementation of quantitative models such as credit predictive models. Develop, maintain and enhance proprietary Python and C++ libraries related to model building. Leverage structured and unstructured datasets to build new quantitative frameworks to assist analysts in informed decision making.
Assisting development of analytics-based solutions, taking ownership of the design and development of solutions to scale out information ingestion, storage, computation (training/inference), validation. Participate in analyst conversations t
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