Posted on: 04/11/2026
Skills and Competencies :
- 10+ years of relevant professional experience in a quantitative role (e.g., credit risk, rating models, structured finance).
- Deep quantitative expertise with ownership of business logic design for credit rating models across the model suite.
- Very strong understanding of fixed income and financial mathematics, including understanding of structured finance; ability to apply this to cross-sector model consistency and suite-level analytical decisions.
- Good development skills in C#.
- Experience using C++, VBA or Matlab is a plus.
- Experience in guiding and challenging technical choices, not only implementing them.
- Ability to oversee and challenge implementation of complex quantitative logic while ensuring analytical consistency, especially for novel analytical questions.
- Outstanding management skills and proved ability to operate with a high degree of autonomy and own initiative while ensuring quality and consistency.
- Strong judgment, leadership, and stakeholder management skills in complex analytical environments.
- Experience or interest in using AI tools to improve efficiency and effectiveness of analytical and development workflows.
Education:
- PhD or MSc in Mathematics, Physics, or Statistics or a closely related quantitative discipline.
Responsibilities:
- Lead quantitative model logic design and analytical direction for credit rating models, ensuring consistency and quality.
- Manage and develop resources effectively, execute multiple projects at one time.
- Prioritize and organizing developments, provide timing estimates, monitor execution.
- Own and set direction for quantitative business logic design across credit rating models.
- Present and communicate business logic design with stakeholders, engaging with rating analysts to build understanding and validate draft logic.
- Oversee and review implementation of model logic, ensure consistency and analytical soundness, apply and enforce development standards.
- Act as an escalation point for complex analytical questions and model governance matters.
- Provide leadership, mentoring, and guidance to team members.
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Posted in
Data Engineering
Functional Area
Data Engineering
Job Code
1682272