Lead Quantitative Analyst, Structured Finance Analytics

About the Role: Morningstar DBRS Structured Finance Analytics team is looking for candidate with good problem solving, analytical & technical mindset. As a Lead Quant Analyst, you will be responsible for managing a team of offshore Quant Analysts providing support on automating data analysis processes, building and running data analytics to aid rating, research, and surveillance process, developing and enhancing data analysis, data visualization and workflow optimization tools. We are looking for an individual having strong understanding of Structured Finance products (RMBS, ABS, CMBS etc.,) coupled with technical skills and leverage them to build efficient technical infrastructure for evolving FinTech solutions. Expertise in Python, Tableau, AWS, Athena, SQL and VBA will be needed. This position is based in our Navi Mumbai office and work shift will be EMEA.

Responsibilities:

• Manage and mentor a team of 6-8 Quant Analyst, providing guidance on technological enhancement and fostering a collaborative work environment.
• Managing work priorities of the team including quality & timeliness of delivery schedules, periodic reporting on work performance, project reporting and interact regularly with onshore team
• Lead and mentor the team on critical processes to achieve the business goals
• Maintain regular and open communication with the Global Structured Finance Analytics team and Credit Technology team about assigned tasks, priorities and ensure applications under development meet the defined requirements and pass the UAT prior to its release.
• Lead the team with transforming, improving and integrating data, depending on the business requirements
• Understand core concepts around data storage and access specifically in structured data systems such as databases (SQL, Athena, AWS S3)
• Understand the domain and implement quick fix solutions to align the development activities with dynamic business needs
• Participate actively in the design and build phases, to aim at producing high quality deliverables
• Have a mindset to bring about process efficiencies and ideate automations
• Collect, organize, and study data from internal and external sources for use in criteria development, ratings, and research reports
• Take ownership of the tasks with focus on quality and accuracy of the deliverables
• Highly organized and efficient, with ability to multi-task and meet tight deadlines
• Ensure compliance with regulatory and company policies and procedures.

Requirements:

• Minimum of 9-11 years of relevant experience working in Credit Modeling / Model Validation roles.
• Qualifications: MBA (Finance)/BTech/PHD (Math) from a Tier I college.
• Knowledge of finance, statistics, behavioral sciences.
• Strong Analytical skills. Experience with large databases / datasets preferred.
• Expertise in Python / Anaconda, Data science stack (Jupyter, Pandas, NumPy), Tableau, Microsoft Excel and MSSQL
• Experience with SAS/R is a plus
• Familiarity with AWS infrastructure is considered an added advantage.
• Ability to manage multiple tasks at the same time and deliver results in a timely manner.

Morningstar DBRS is an equal opportunity employer.