Senior Quantitative analyst

Senior Quantitative analyst

11 jun
|
Morningstar
|
Madrid

11 jun

Morningstar

Madrid

About the Role



DBRS Morningstar is a global credit ratings business, currently with 700 employees in eight offices globally. Formed through the July 2019 acquisition of DBRS by Morningstar, Inc., the ratings business is the fourth-largest provider of credit ratings in the world. DBRS Morningstar is committed to empowering investor success, serving the market through leading-edge technology and raising the bar for the industry. DBRS Morningstar is a market leader in Canada, the U.S. and Europe in multiple asset classes. DBRS Morningstar is driven to bringing more clarity, diversity of opinion, and responsiveness to the ratings process. DBRS Morningstar’s approach and size provide the agility to respond to customers’ needs,





while being large enough to provide the necessary expertise and resources. DBRS is a recognized, international rating agency, providing timely and comprehensive credit rating opinions to the world’s capital markets. DBRS offers in-depth credit analysis of corporate entities, financial institutions, and government issues in North America, Europe, Asia, and Latin America. DBRS' extensive coverage of structured finance and securitization has solidified its standing as a leading provider of comprehensive, in-depth credit analysis.



Position Summary:

DBRS Morningstar European Research and Analytics team is looking for a senior quantitative analyst based in Madrid or Frankfurt. The successful candidate will be mainly responsible for the analysis and structuring of data to support the development of models, analytical tools and methodologies, as well as the writing of research. Candidates should be willing to work in an environment with strong focus on team-work, have a strong work ethic, and an analytical mindset with attention to detail. The successful candidate will possess the interpersonal and presentation skills necessary to work with all levels of professional and executive staff as well as external contacts.



Candidates should possess knowledge in the analysis and processing of structured and unstructured financial and economic data sets. Successful candidates will use this knowledge to support the building of analytical tools and predictive models as a part of the development of new and the maintenance of existing rating methodologies and to help produce insightful market research. The successful candidate will be involved in the different European structured finance asset classes, and will be required to interact with the various DBRS Morningstar structured finance teams.





Responsibilities will include:

• Analyse data and develop quantitative tools to assess the credit worthiness of pools of loans and provide insights into loan performance;

• Assist in the development of new methodologies and improvement to existing ones;

• Write code to extract, transform, load (ETL) data processes and procedures and collaborate closely with the data engineering team to establish automated data ingestion pipelines leveraging on DBRS Morningstar cloud-based environment;

• Work with structured finance rating teams to understand their requirements and develop project plans to achieve the desired goals;

• Improve the efficient use of data by rating analysts in the rating process;

• Research historical performance of collateral information to help inform the process for the development and improvement of rating methodologies;

• Presenting data and analysis to the Credit Practices Group and the Independent Review Function;

• Contribute to writing and publishing of market research and methodologies;

• Maintain analytical tools and reports for internal and external use;



Qualifications:

• Degree in numerate subject or computer science such as data science, finance, engineering, mathematics or related quantitative field;

• A Masters, CFA or accounting designation are considered definite assets;

• 7+ years of experience in European structured finance, finance or data analysis role;

• Solid understanding of data science techniques including big data (e.g. Apache Hadoop, Spark, Presto, etc) and machine learning (e.g. supervised and unsupervised learning techniques);

• Strong knowledge of analytical programming and querying languages (SQL, Python, R, etc.);

• Knowledge of web languages (R-Shiny, Java, etc.) is a plus;

• Proficiency in Microsoft Excel, Word, PowerPoint and Outlook;

• Well-developed presentation skills;

• Excellent written and oral English language skills;

• Demonstrated analytical abilities, with a high attention to detail and producing high quality work;

• Ability to manage multiple projects, work closely with others as well as independently, and produce detailed work in a dynamic environment.

• Curiosity to develop new applications and to perform complex analyses, and ability to learn new analytical approaches proactively.

• Permission to live and work in the European Union. This position requires occasional European travel.



About Us



DBRS Morningstar is a global credit ratings business, currently with 700 employees in eight offices globally. Formed through the July 2019 acquisition of DBRS by Morningstar, Inc., the ratings business is the fourth-largest provider of credit ratings in the world.



DBRS Morningstar is committed to empowering investor success, serving the market through leading-edge technology and raising the bar for the industry. DBRS Morningstar is a market leader in Canada, the U.S. and Europe in multiple asset classes.



DBRS Morningstar rates more than 2,600 issuers and 54,000 securities worldwide and is driven to bringing more clarity, diversity of opinion, and responsiveness to the ratings process. DBRS Morningstar’s approach and size provide the agility to respond to customers’ needs, while being large enough to provide the necessary expertise and resources.

Financial Analyst - Technology

Financial Analyst - Technology

Verisure is seeking a talented, innovative, and passionate (Senior) Financial Analyst to support our Technology platform and become a business partner to our awarded global R&D; team in Malmo/ Madrid. The role will report to the Senior Group Finan [...]
Pozuelo de Alarcón
17 jun
    Pozuelo de Alarcón
    17 jun

Assistant Vice President - European ABS

Assistant Vice President - European ABS

DBRS Morningstar European Structured Finance team is looking for a securitisation analyst at the level of Assistant Vice President (AVP). The role should be based either in Frankfurt, Germany or in Madrid, Spain as part of a pan-European team and t [...]
Madrid
16 jun
    Madrid
    16 jun

Senior Quantitative analyst

Senior Quantitative analyst

About the Role DBRS Morningstar is a global credit ratings business, currently with 700 employees in eight offices globally. Formed through the July 2019 acquisition of DBRS by Morningstar, Inc., the ratings business is the fourth-largest provider o [...]
Madrid
16 jun
    Madrid
    16 jun

CIB - Treasury Services - TS Corporate Sales Analyst - Iberia

CIB - Treasury Services - TS Corporate Sales Analyst - Iberia

The Iberian coverage team is part of the Global Corporate Bank and responsible for Spanish and Portuguese HQ Corporates. The TS Sales role and responsibility combines managing existing client relationships and referring prospects to the Bank / delive [...]
Madrid
15 jun
    Madrid
    15 jun