Assistant Vice President, Quant, Structured Finance Analytics

Location: Frankfurt, Germany; hybrid work with four days in the office each week

Base salary: EUR 69,000–104,466.66 annually, plus a 20% annual bonus target.

Company

hirify.global provides credit ratings and analytical tools, with a global Structured Finance Analytics team located across the US and Europe.

What you will do

• Support rating methodology development and implement quantitative credit predictive models.
• Develop, maintain, and enhance proprietary Python and C++ libraries for model building.
• Use structured and unstructured datasets to create quantitative frameworks supporting analyst decision-making.
• Design and develop analytics solutions for scalable information ingestion, storage, computation, training, inference, and validation.
• Collaborate with Credit Ratings, Credit Practices, Methodology Review, Data Engineering, and Technology teams.
• Contribute to quantitative research papers supporting model development and methodology enhancements.

Requirements

• Bachelor’s degree in mathematics, engineering, physics, economics, finance, statistics, or a related quantitative discipline; a Master’s degree or PhD is preferred.
• At least five years of experience within a rating agency.
• At least five years of hands-on experience modelling RMBS, ABS, and CLO defaults and losses.
• Programming experience in Python or C++, plus experience writing research articles or technical documentation with LaTeX.
• Strong knowledge of statistical modelling, probability theory, numerical analysis, stochastic calculus, numerical integration, Monte Carlo simulation, root-finding, and optimisation.
• Excellent understanding of securitisation products and the ability to bridge business and technical requirements.

Nice to have

• CQF or a postgraduate degree in quantitative finance, economics, or a STEM field.
• Experience with NumPy, Pandas, Scikit-Learn, and SciPy.
• Experience performing rigorous analysis on large datasets.
• Experience developing cloud applications, preferably on AWS.

Culture & Benefits

• Hybrid collaboration with regular in-person work and tools for engaging with global colleagues.
• Additional benefits are available to support changing flexibility needs.
• Personal and related investments must be disclosed confidentially to the Compliance team and may be subject to Code of Ethics review.
• Certain employee accounts may be required to be held with an approved broker depending on department and work location.