Head of Quantitative Analysis
MFR is looking to hire a Head of Quantitative Analysis, who will provide support to MFR’s worldwide operations, working in an international and dynamic environment with specialists in credit rating, institutional rating, social performance rating and certification services, amongst others. The position will preferably be based in Milan (Italy), Paris (France), Quito (Ecuador), La Paz (Bolivia), although another location can be agreed.
Tasks and Responsibilities:
- Responsible for the technical aspects of MFR’s different methodologies.
- In charge of the maintenance and continuous improvement of MFR’s scoring models, including stress-testing, back-testing, transition matrices and probability of default analysis.
- Analyze data relating to financial institutions and financial markets.
- Develop financial and mathematical models.
- Automatize tools, models and reports.
- Participate in the development of new services and methodologies.
- Work in coordination with product owners and regional managers to identify technical needs.