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Quantitative Analyst (47224)

Fitch Group
Full-time
On-site
London, United Kingdom

The Model Development Team at Fitch Ratings is currently seeking a quantitative analyst based out of our London office.


The Model Development Team at Fitch Ratings is responsible for the development, enhancement and maintenance of credit rating models used in the analytical process. In particular, we are looking for a quantitative analyst to focus primarily on models in Structured Finance including ABS, CMBS, RMBS, Structured Credit and Covered Bonds.


 


What We Offer:



  • You will work closely with other talented specialists in the team as well as ratings analysts

  • You will gain valuable knowledge of credit modelling, and develop a good understanding of rating methodology and criteria.

  • You will develop working knowledge of model governance framework and the regulatory environment


 


We’ll Count on You To:



  • Collaborate with the ratings teams in order to build and maintain models that apply the relevant rating criteria accurately, robustly and efficiently.

  • Team up with other talented specialists to research, design, implement and enhance models, conduct comprehensive testing, and prepare model documentation.

  • Leverage the opportunity to contribute to other team initiatives such as trainings, research projects and user/client support.


 


What You Need to Have:



  • Master’s degree in quantitative disciplines such as Financial Engineering

  • Programming and model development experience in Python or Excel/VBA


 


What Would Make You Stand Out:



  • Prior experience in credit risk or financial/cashflow modelling, including exposure to Excel/VBA

  • Strong verbal and written communication skills; ability to convey technical concepts clearly

  • Ability to solve problems using critical, rational and creative thinking

  • Self-motivated with ability to manage timelines across multiple projects

  • Strong work ethic and strong team player


 


Why Fitch?


At Fitch Group, the combined power of our global perspectives is what differentiates us. Our global network of colleagues comes together to accomplish things greater than they ever could alone.


Every team member is essential to our business and each perspective is critical to our success. We embrace a diverse culture that encourages a free exchange of ideas, guaranteeing your voice will be heard and your work will have an impact, regardless of seniority.


We are building incredible things at Fitch and we invite you to join us on our journey.


 


Fitch Ratings is a leading provider of credit ratings, commentary and research. Dedicated to providing value beyond the rating through independent and prospective credit opinions, Fitch ratings offers global perspectives shaped by strong local market experience and credit market expertise. The additional context, perspective and insights we provide have helped fund a century of growth and enables our clients to make important credit judgements with confidence. For more information please visit our websites:  


www.fitchratings.com | www.fitchsolutions.com | www.fitchlearning.com


 


Fitch is committed to providing global securities markets with objective, timely, independent and forward-looking credit opinions. To protect Fitch’s credibility and reputation, our employees must take every precaution to avoid conflicts of interests or any appearance of a conflict of interest. Should you be successful in the recruitment process at Fitch Ratings you will be asked to declare any securities holdings and other potential conflicts prior to commencing employment. If you, or your immediate family, have any holdings that may conflict with your work responsibilities, you may be asked to divest yourself of them before beginning work.


 


Fitch Group is proud to be an Equal Opportunity and Affirmative Action Employer. We evaluate qualified applicants without regard to race, color, national origin, religion, sex, sexual orientation, gender identity, disability, protected veteran status, and other statuses protected by law.