Assistant Vice President, Model Validation And Mzu935

.About the Role DBRS Morningstar is seeking a quantitative analyst (credit risk model reviewer) to join its Independent Review Function (IRF) team as an Assistant Vice President.
The role is based in New York, Madrid, or Toronto.
Reporting to the Head of IRF, the individual will have lead and backup analyst responsibilities on a portfolio of mainly predictive models and occasionally analytical tools, as well as Structured Finance and Corporate methodologies.The analyst will be required to have a solid knowledge of credit risk model development and/or validation, working knowledge of several coding languages and data science stack, a general knowledge of Structured Finance products - with an emphasis on residential and/or CRE loans and related risk drivers - strong analytical, research and writing skills, organizational abilities, heightened attention for detail, and an inquisitive mind.
The analyst will prepare IRF committee presentations, reports, and related topical research