Analyst, Quant, Structured Finance Analytics
MorningstarMadrid, Community of Madrid, Spain
Posted February 17, 2026
Full Time
About the Company
Morningstar DBRS is a leading provider of independent rating services and opinions for corporate and sovereign entities, financial institutions, and project and structured finance instruments globally.
Job Description
The Structured Finance Analytics Team is seeking a Quant Analyst to execute proprietary research for building various types of credit rating models, such as factor models and predictive models. The ideal candidate will demonstrate quantitative skills in statistics, machine learning, numerical methods, and software engineering.
Requirements
- Master's degree in mathematics, engineering, or physics
- Up to 2 years of investment research/rating agencies experience
- Coding skills in Python, C/C++, or R/MATLAB
- Knowledge of probability theory, numerical analysis, and stochastic calculus
Benefits
- Generous Paid Time Off
- 401k Matching
- Retirement Plan
- Tuition Reimbursement