Lead Quantitative Analyst, Structured Finance Analytics (Mumbai)

The Credit Operations Mumbai Analytics team enables and supports the efficient and effective delivery of credit ratings/information to the market with its specialized skills and assets, consistent frameworks, and economies of scale. We collaborate with stakeholders to build creative, impactful solutions and offer services for the business and the market.

About the Role

Morningstar DBRS Structured Finance Analytics team is looking for a candidate with a strong problem-solving, analytical, and technical mindset.

As a Lead Quant Analyst, you will be responsible for:

• Managing a team of offshore Quant Analysts
• Supporting automation of data analysis processes
• Building and running data analytics to aid rating, research, and surveillance processes
• Developing and enhancing data analysis, data visualization, and workflow optimization tools
• We are looking for an individual with a strong understanding of Structured Finance products (RMBS, ABS, CMBS, etc.) and technical skills to build efficient FinTech solutions.
• Required Technical Expertise: Python, Tableau, AWS, Athena, SQL, and VBA.
• Location: Navi Mumbai
• Work Shift: EMEA

Responsibilities

• Manage and mentor a team of 6-8 Quant Analysts, providing guidance on technological enhancement and fostering a.
• Manage work priorities of the team, including quality & timeliness of delivery schedules, periodic reporting, and regular interactions with the onshore team.
• Lead and mentor the team on critical processes to achieve business goals.
• Maintain regular communication with the Global Structured Finance Analytics team and Credit Technology team to ensure projects meet requirements and pass UAT.
• Lead data transformation, improvement, and integration, based on business requirements.
• Understand core concepts of data storage and access (SQL, Athena, AWS S3).
• Implement quick-fix solutions aligned with dynamic business needs.
• Participate in design and build phases to produce high-quality deliverables.
• Identify and implement process efficiencies and automation.
• Collect, organize, and analyze data from internal and external sources for use in criteria development, ratings, and research reports.
• Take ownership of tasks with a focus on quality and accuracy.
• Be highly organized with the ability to multi-task and meet tight deadlines.
• Ensure compliance with regulatory and company policies and procedures.
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Requirements

• 9-11 years of relevant experience in Credit Modeling / Model Validation.
• Qualifications: MBA (Finance) / BTech / PhD (Math) from a Tier I college.
• Strong analytical skills with experience handling large databases/datasets.
• Expertise in:
• Python / Anaconda
• Data Science Stack (Jupyter, Pandas, NumPy)
• Tableau, Microsoft Excel, MSSQL
• Experience with SAS/R is a plus.
• Familiarity with AWS infrastructure is an added advantage.
• Ability to manage multiple tasks and deliver results on time.

Morningstar DBRS is an equal opportunity employer.