Analyst, Quant, Structured Finance Analytics

About the role:

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 from two to eight people today. The Quant team builds models and 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 building various types of credit rating models, 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 ad...