Model Development - Quantitative Analyst- Associate Director Level (13801)

  • Competitive
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Fitch Ratings
  • 19 Jun 18 2018-06-19

Model Development - Quantitative Analyst- Associate Director Level (13801)


Dual-headquartered in New York and London, Fitch Ratings is a leading provider of credit ratings, commentary and research. Dedicated to providing value beyond the rating through independent and prospective credit opinions, Fitch Ratings offers global perspectives shaped by strong local market experience and credit market expertise. The additional context, perspective and insights we provide help investors to make important credit judgments with confidence.

 

Fitch Solutions delivers credit market data, analytical tools and risk services to the global financial community. In addition to offering proprietary market-based content, Fitch Solutions distributes the ratings, research and financial data of Fitch Ratings through a variety of flexible platforms. With innovation and experience behind every solution, Fitch Solutions helps financial professionals meet the diverse and evolving needs of today's global markets.

 

Fitch Ratings and Fitch Solutions, along with Fitch Learning and BMI Research, are part of the Fitch Group, a global leader in financial information services with operations in more than 30 countries. Fitch Group is majority-owned by Hearst.

 

Fitch Ratings and Fitch Solutions are an equal opportunity / affirmative action employer, complying with all laws governing employment in each jurisdiction in which operating, and provide equal opportunity to all applicants and employees. All qualified applicants will be considered without regard to race, color, religion, gender, national origin, age, disability, marital or protected veteran status, sexual orientation, gender identity and other status protected by applicable laws.

Job Description:

 

Fitch Ratings' newly created Model Development Team is looking for a quantitative analyst at the Associate Director level to help develop and enhance models used in Fitch's rating analysis, focusing primarily on structured finance and covered bond sectors.

 

In this position, you will have the opportunity to team up with other talented specialists to design, implement, test and document various models including default and cash flow models. Throughout these projects, you will be able to gain valuable credit modelling experience, a good understanding of credit rating methodology as well as model governance framework and the regulatory environment.

 

Position Requirements:

 

  • Bachelor or Master's degree in computer science or other quantitative disciplines
  • Extensive and solid quantitative and financial modelling experience in C++, VBA
  • Experience in Python, R, XML or database is a plus
  • Ability to solve problems using critical, rational and creative thinking
  • Strong verbal and written communication skills; ability to clearly convey technical modelling  concepts
  • Self-motivation and ability to manage timelines across multiple projects
  • Thorough attention to detail
  • Strong work ethic
  • Previous exposure to credit rating analysis or credit modelling a plus

 

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Fitch is committed to providing global securities markets with objective, timely, independent and forward-looking credit opinions. To protect Fitch's credibility and reputation, our employees must take every precaution to avoid conflicts of interests or any appearance of a conflict of interest. Should you be successful in the recruitment process at Fitch Ratings you will asked to declare any securities holdings and other potential conflicts for you and your Family Members prior to commencing employment. If you, or your Family Members, have any holdings that may conflict with your work responsibilities, they must be sold before beginning work. In certain roles, employees and their Family Members may be limited to investments in diversified mutual funds only.

 

For more information about this policy, please visit the code of ethics and conduct page -  http://www.fitchratings.com/web/en/dynamic/about-us/code-of-ethics-and-conduct.jsp