Analytics & Modeling Analyst (Structured Finance)

About The Team

The successful candidate will join a growing CSS team that works to improve the quality and consistency of credit analysis and publish rating performance research. This is a great opportunity for someone with an interest in structured finance and experience in coding to join a team where you will become an expert on cash flow modeling of structured finance transactions.

Responsibilities

• Review and monitor complex cash flow models using fixed income software
• Assist with ad-hoc quantitative projects to update and improve the rating process, including structured finance simulations, macroeconomic projects, and related initiatives
• Contribute to professional training of models and scorecards for rating teams and other analytical teams
• Assist developers in the creation of models and scorecards
• Act as a key point of contact to provide guidance to rating teams to ensure consistency with rating models and scorecards when appropriate
• Develop in-depth knowledge of Credit Rating Models and Credit Rating Scorecards
• Create user guides and provide user training on new and existing Credit Rating Models and Credit Rating Scorecards

Skills And Competencies

• Experience designing, developing and implementing financial models, specific to cash flow, credit risk, credit derivatives or structured finance a strong plus
• Expert level skills in Excel and VBA, and other MS Office tools
• Knowledge of Python, SQL, MATLAB or other programming/scripting languages is a plus
• Ability to comprehend, interpret and analyze legal documents on complex financial structures
• Understanding of fixed income; knowledge of structured finance is a plus
• High attention to detail with excellent organizational and analytical skills and ability to handle multiple projects at one time
• Basic understanding of artificial intelligence concepts, with curiosity and enthusiasm for learning how AI tools can be used to improve processes and drive efficiency. Interest in exploring AI systems and a willingness to develop awareness of responsible AI practices, including risk management and ethical use

Education

Bachelor's degree in Financial Engineering, Mathematical Finance, Quant, Statistics or related field; Master's degree is a plus

Pay

For US-based roles only: the anticipated hiring base salary range for this position is $108,800.00 - $157,700.00, depending on factors such as experience, education, level, skills, and location. This range is based on a full-time position. In addition to base salary, this role is eligible for incentive compensation.