Senior Vice President, Quantitative Analyst, Structured Finance Analytics | Securitisation

Location: Frankfurt, Germany; hybrid work with in-office collaboration each week, typically four days in-office.

Base salary: EUR 139,500.00–211,433.00; 30% annual bonus target.

Company

hirify.global provides structured finance analytics and credit rating modelling tools for assessing transaction credit risk.

What you will do

• Own the design, implementation, enhancement and release of structured finance credit models.
• Lead complex model and methodology development projects across quantitative, ratings, review and Technology teams.
• Develop and maintain proprietary Python and C++ modelling libraries, assess new datasets, and coordinate ETL processes with Technology.
• Translate rating analysts’ analytical needs and market trends into transparent, interpretable modelling approaches.
• Prepare quantitative research papers and technical documentation, and explain model assumptions, validation and limitations to non-technical audiences.
• Review models, mathematical derivations, code and technical papers; mentor quantitative analysts and support their modelling judgement.

Requirements

• Master’s degree or higher in Mathematics, Engineering, Physics, Economics, Finance, Statistics or a related quantitative discipline; a PhD is preferred.
• At least 10 years of relevant professional experience in quantitative credit risk, including substantial hands-on experience developing structured finance default and loss models for RMBS, CMBS, ABS and/or CLOs.
• Practical experience with factor models, roll-rate models and survival models, plus an excellent understanding of securitisation products.
• Strong programming skills in Python or C++, with experience writing clear research articles and/or technical documentation.
• Ability to perform rigorous data analysis on large datasets.
• Deep knowledge of statistical modelling, probability theory, stochastic calculus and numerical methods, including numerical integration, Monte Carlo simulation, root-finding and optimisation.
• Strong modelling judgement and the ability to create simple, transparent and interpretable models without compromising analytical rigour.
• Experience delivering complex quantitative projects across multiple teams and interdependent workstreams, with strong organisation, issue resolution and delivery skills.
• Demonstrated communication, teaching, mentoring and model-review skills, including reviewing credit models and mathematical derivations.

Nice to have

• Experience working within or with a credit rating agency.
• For C++-focused candidates, familiarity with NumPy, Pandas, Scikit-Learn and SciPy.
• Experience developing cloud applications, preferably with AWS.
• Experience using LaTeX for research articles or technical documentation.

Culture & Benefits

• Hybrid work supports regular in-person collaboration, typically four days in-office each week in most locations.
• Tools and resources support collaboration with global colleagues.
• Additional benefits are available to enhance flexibility as needs change.
• Accepted offers require confidential disclosure of personal and related investments to Compliance; conflicts may require liquidation, and certain accounts may need to be held with an approved broker depending on department and work location.