Senior Vice President, Quantitative Analyst, Structured Finance Analytics | Securitisation
Dbrsmorningstar · Posted Nov 6, 2026
- Madrid, Madrid, Spain
- Hybrid
- Full-time · Senior
- €129K–€187K per year
- 10+ years
Lead technical development of structured finance credit models and provide hands‑on leadership to the Quant team.
Compensation
EUR 128,500.00-186,833.00
Responsibilities
- Take hands‑on ownership of the design, implementation and enhancement of structured finance credit models.
- Lead complex model and methodology development projects through to release, coordinating technical workstreams, dependencies, timelines and stakeholders across quantitative, ratings, review and Technology teams.
- Develop, maintain and enhance proprietary Python and C++ modelling libraries.
- Engage with rating analysts to understand analytical challenges and emerging market trends, and translate business needs into appropriate modelling approaches.
- Lead the preparation of quantitative research papers and technical documentation supporting model development and methodology enhancements.
Requirements
- Master’s degree in Mathematics, Engineering, Physics, Economics, Finance, Statistics, or a related quantitative discipline
- PhD preferred
- Nice to have: AWS
- Nice to have: LaTeX