Assistant Vice President, Quantitative Analyst, Structured Finance

Location: Madrid, Spain; hybrid work with four days in-office each week

Base salary: EUR 63,400–92,133 annually; 20% annual bonus target

Company

hirify.global's Structured Finance Analytics Team builds models and analytical tools that help rating analysts assess transaction credit risk.

What you will do

• Conduct proprietary research and support the development of credit rating methodologies and predictive models.
• Develop, maintain, and enhance proprietary Python and C++ libraries for model building.
• Use structured and unstructured data to create quantitative frameworks for analyst decision-making.
• Design and develop scalable solutions for 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, methodology enhancements, and analytical innovation.

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 in a rating agency or financial institution.
• At least five years of hands-on experience modeling RMBS, ABS, or CLO defaults and losses.
• Proficiency in Python or C++, with experience writing research articles or technical documentation in LaTeX.
• Strong knowledge of statistical modeling, probability theory, numerical analysis, stochastic calculus, numerical integration, Monte Carlo simulation, root-finding, and optimization.
• Strong understanding of securitization products and the ability to translate between 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 analyzing large datasets and developing cloud applications, preferably with AWS.

Culture & Benefits

• Work in a global quant team distributed across the US and Europe.
• Hybrid collaboration model with regular in-person work.
• Tools and resources are provided for collaboration with global colleagues.
• Additional benefits support flexibility as needs change.
• Personal and related investments must be disclosed to Compliance and may be subject to Code of Ethics and approved-broker requirements.