Data Scientist/Quantitative Analyst, Quantitative Modeling

Position Title: Data Scientist/Quantitative Analyst

Department: Quantitative Modeling

Employment Type: Full-time

Location: New York

Overview

Kroll Bond Rating Agency, Inc. is looking for a data scientist/quantitative analyst with experience in finance, statistics, econometrics, machine learning and credit risk modeling including specific knowledge in sectors such as corporates, sovereigns, structured credit, public finance, RMBS, CMBS, ABS.  This role is based in KBRA’s New York office. 

Key Job Requirements

• Build, test, document and maintain quantitative models of credit risk assessment to support the work of credit analyst teams.
• Provide analytic, technical support, in the areas of scenario design, process automation, forecasting, governance and control.
• Review, test, and document existing quantitative models of credit risk assessment and rating models, including loan pool analysis, modeling and analysis of bond structure and cash flows.
• Assist in the development and publication of quantitative methodologies, rating methodologies, individual transaction reports, and special topic and market commentaries.

Key Skills/Experience

• Experience performing data analysis, statistics, quantitative analysis, quantitative modeling, model testing and validation, preferably in the financial sector.
• Master’s degree in economics, Econometrics, Business Analytics, mathematics, statistics or equivalent highly preferred.
• Familiarity with modern software management techniques such as version control and environment management, particularly in model building and analytic contexts.
• Interest in machine learning and artificial intelligence applications to financial modeling.
• Strong R and/or Python programming skills.
• Knowledge of SQL and relational databases.
• Strong oral and written communications skills.
• Ability to collaborate and work in teams.
• Ability to take initiative and work independently.
• Entrepreneurial and innovative spirit.

Preferred Skills

• Experience using Cloud computing platforms such as AWS, Azure or Google Cloud and their machine learning APIs.
• Knowledge of agile software development practices.
• Experience writing clear and concise model documentations for audit and regulatory reviews.

KBRA Benefits

• A hybrid work schedule and flex hours
• Competitive benefits and paid time off
• Paid family and disability leave
• 401(k) plan, including employer match (100% vested)
• Educational and professional development financial assistance
• Employee referral bonus program
• Cell phone reimbursement

More Info

All KBRA employees must be fully vaccinated against Covid-19 as a condition of employment with KBRA and must provide sufficient written documentation to KBRA of such vaccination.

KBRA encourages applications from all qualified individuals without regard to race, color, religion, gender, sexual orientation, gender identity or expression, age, national origin, marital status, citizenship, disability, and veteran status or any other basis prohibited by federal, state or local law.