Lead Quantitative Analyst, Structured Finance Analytics (Mumbai)

Credit Operations Mumbai Analytics team

About the Role

Structured Finance Analytics

Lead Quant Analyst

• 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

  .
• 
  

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.