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

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

Base salary: EUR 128,500.00–186,833.00 annually, with a 30% annual bonus target.

Company

hirify.global’s Structured Finance Analytics Team develops models and analytical tools that help rating analysts assess transaction credit risk, with Quant, Data Analytics, Solutions, and Cashflow Modelling functions.

What you will do

• Own the design, implementation, enhancement, and release of structured finance credit models for RMBS, CMBS, ABS, and Structured Credit.
• Lead complex model and methodology projects, coordinating quantitative, ratings, review, Technology, and other interdependent workstreams.
• Develop and maintain proprietary Python and C++ modelling libraries and coordinate ETL processes for new data sources.
• Translate rating analysts’ analytical challenges and market trends into transparent, interpretable modelling approaches.
• Prepare quantitative research papers and technical documentation, and review models, mathematical derivations, code, and technical papers.
• Mentor quantitative analysts and explain complex quantitative concepts, assumptions, results, validation, and limitations to non-technical audiences.

Requirements

• Master’s degree 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 development of structured finance default and loss models for RMBS, CMBS, ABS, and/or CLOs.
• Practical experience with factor models, roll-rate models, and survival models.
• Strong programming skills in Python or C++, plus experience writing clear research articles and/or technical documentation.
• Ability to perform rigorous data analysis on large datasets and deep knowledge of statistical modelling, probability theory, stochastic calculus, and numerical methods, including numerical integration, Monte Carlo simulation, root-finding, and optimisation.
• Strong mathematical and modelling judgement, with the ability to develop simple, transparent, and interpretable models without compromising analytical rigour.
• Excellent understanding of securitisation products.
• Experience delivering complex quantitative projects across multiple teams and interdependent workstreams, including anticipating bottlenecks, resolving issues, and maintaining momentum through review, approval, and release.
• Demonstrated communication, teaching, mentoring, and credit-model review skills, including reviewing mathematical derivations and explaining quantitative topics to non-technical audiences.

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 collaboration requires regular in-person work; in most locations, the model is four days in-office each week.
• Tools and resources support collaboration with global colleagues.
• Additional benefits are available to enhance flexibility as needs change.
• A 30% annual bonus target is provided in addition to the base salary.
• Personal and related investments must be disclosed confidentially to Compliance and may need to be held with an approved broker where applicable.