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Assistant Vice President, Model Validation and, Madrid
Job Details:
* Client:
* Location: Madrid, Spain
* Job Category: Other
* EU work permit required: Yes
Job Reference:
515107710986249830432460
Job Views:
2
Posted:
23.07.2025
Expiry Date:
06.09.2025
Job Description:
DBRS Morningstar is seeking a quantitative analyst (credit risk model reviewer) to join its Independent Review Function (IRF) team as an Assistant Vice President. The role can be based in New York, Madrid, or Toronto. Reporting to the Head of IRF, the analyst will lead and support reviews of predictive models and analytical tools, primarily in credit risk modeling, with a focus on Structured Finance and Corporate methodologies.
The ideal candidate will have a strong background in credit risk model development and validation, proficiency in several coding languages and data science tools, and a good understanding of Structured Finance products, especially residential and CRE loans. Responsibilities include reviewing models, interacting with development teams, preparing reports, and representing the company externally.
Qualifications include a background in Statistics, Mathematics, Quantitative Finance, or related fields, with over 5 years of experience in credit risk/securitization modeling. Skills in R, Python, SAS, and data science tools are essential. Excellent communication skills and the ability to challenge and explain technical concepts are required. Additional desirable qualifications include fluency in a second EU language, CFA designation, and experience in data science within fixed income.
About DBRS Morningstar:
It is a global credit ratings business with 700 employees worldwide, committed to transparency, diversity, and excellence in credit ratings across multiple asset classes.
Note: If you accept an offer, confidentiality and conflict of interest policies apply, including disclosure of investments and possibly holding accounts with approved brokers.
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