Quantitative Analyst

  • Competitive
  • Maidstone, England, United Kingdom Maidstone England GB
  • Permanent, Full time
  • Arc Ratings
  • 11 Jun 18 2018-06-11

ARC Ratings, S.A. is an international credit rating agency based in Europe, headquartered in London and registered with ESMA. Amalgamating the know-how and background of five experienced partner agencies on four continents, ARC Ratings takes advantage of its global reach, local expertise and network-based approach to best serve issuers and investors by assigning stable credit ratings that optimally identify credit risk. ARC Ratings addresses the need of global capital markets for a stronger competitive environment in the credit rating business. ARC is currently looking for a Quantitative Analyst to join its fast growing Structured Finance team based in Maidstone, Kent.

Job Description:

  • Build and Develop default, loss and cashflow models
  • Assist with ad-hoc quantitative projects and IT support to update and improve the rating process
  • Develop and build knowledge of rating agency models
  • Participate in training of analytical staff in respect of models
  • Perform back testing and validation of models
  • Assist in automation of process and procedures

 

The structured finance sector includes (in whatever jurisdiction) any securitisation, any covered bond, and structured bond, any secured bond, credit linked securities, any asset backed funding vehicles/programmes, structured   credit/equity, preference shares, hybrid equity, subordinated debt, structured arbitrage vehicles/programmes, project finance transactions, and any other type of structured transactions not specifically mentioned above.

Essential:

  • Analytical skills evidenced by experience in an analytical or similar role (an advantage)
  • Working or practical knowledge of financial modelling
  • Previous Structured Finance experience an advantage, but not essential
  • Strong quantitative skills (through study or working experience)
  • Ability to interpret and understand legal documents on complex financial structures
  • Cash-flow modelling / spread sheet creation skills – High level of ability with Excel/ VBA
  • Good written and verbal communications skills in English
  • Ability to communicate well with senior management
  • Pro-active, self-motivated professional, who works well in a team environment, as well as on an individual basis
  • Ability to handle numerous projects simultaneously and work under pressure
  • Ability to prioritise and to work to deadlines

 

Please send C.V.s and cover email to Michelle Ellis by email to: michelle.ellis@arcratings.com

Closing Date: 23rd June 2018