
Senior Financial Analyst
5 days ago
About the Role:
The Morningstar DBRS Structured Finance Analytics team seeks an exceptional candidate with a strong analytical mindset. As a Lead Quant Analyst, you will be responsible for managing a team of offshore Quant Analysts, providing support in automating data analysis processes, building and running data analytics to aid rating, research, and surveillance processes. You will develop and enhance data analysis, data visualization, and workflow optimization tools, leveraging technical skills to build efficient infrastructure for evolving FinTech solutions.
Responsibilities:
- Manage and mentor a team of 6-8 Quant Analysts, guiding them on technological enhancements and fostering a collaborative work environment.
- Oversee work priorities, ensuring quality and timeliness of delivery schedules, periodic reporting on work performance, project reporting, and regular interaction with the onshore team.
- Lead the team in achieving business goals by mentoring critical processes.
- Maintain open communication with the Global Structured Finance Analytics team and Credit Technology team about assigned tasks, priorities, and ensure applications under development meet defined requirements and pass UAT prior to release.
- Lead the team in transforming, improving, and integrating data based on business requirements.
- Understand core concepts around data storage and access specifically in structured data systems such as databases (SQL, Athena, AWS S3).
- Implement quick fix solutions to align development activities with dynamic business needs.
- Participate actively in design and build phases to produce high-quality deliverables.
- Have a mindset to bring 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 tasks with focus on quality and accuracy of deliverables.
- 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.
We are an equal opportunity employer.
Key Skills and QualificationsThe ideal candidate should have expertise in:
- Python programming language.
- Data science tools and technologies.
- Database management systems.
- Financial modeling and analysis.
- Statistical techniques and methodologies.
Please submit your application if you possess the necessary skills and qualifications to excel in this role.
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