The Structured Finance Analytics group (SFA) at Morningstar DBRS is looking to solve the problem of developing and maintaining quantitative rating methodologies, cash flow analytics, and data analytics for the Global Structured Finance group (GSF).
Requirements
- Strong Python ability, with emphasis on efficient, well-documented code
- Familiarity with Git and/or related version control systems
- Experience with Dash, R-Shiny, Tableau, or other visualization systems
- Experience with SQL
- Knowledge of statistical methods and modeling practices
Responsibilities
- Perform analysis of Structured Finance products and develop rating tools, with coverage across all asset classes, and to create relevant technical documentation to support these tools
- Establish relationships with a diverse group of stakeholders to understand their workflow needs and develop automated solutions
- Develop ‘Lite’ user interfaces and visualization dashboards to help communication between technical and non-technical teams
- Help to establish code documentation ‘best practices’ and generate a sustainable software development workflow environment
- Acting as a central point of contact for the SFA organization, coordinating across teams and developing solutions for cross-disciplinary projects
- Project intake and Prioritization for all GSF projects, supporting all asset classes, including RMBS, CMBS, ABS, Structured Credit, and Esoteric products
- Analytical guidance and quantitative development work for methodology development projects, especially to support DBRS’s expansion into new product areas
Other
- Bachelor’s degree in computer science, engineering, data analytics, math, or other analytical field
- 2-5 years of full-time work experience
- Ability to collaborate with in a team environment and communicate clearly with technical and non-technical audiences
- Strong organizational skills and the ability to shift from task to task
- Employment eligibility to work in the U.S. is required
