Vice President, Credit Practice
Job Description
- Familiarity with credit risk and rating agency methodologies.
- Compute rating performance metrics across all sectors as required by regulation, specific users, or management.
- Operationalize and document the rating performance metric process.
- Write and publish annual transition and default studies.
- Produce sectorial or asset-class specific research, including topical research and benchmarking studies.
- Review and assess methodology for measuring rating performance, including data selection, metrics, and implementation.
- Bachelor’s degree in a quantitative discipline (statistics, mathematics, econometrics, quantitative finance, or related field).
- Minimum 8+ years of relevant experience.
- Experience conducting quantitative research, ideally in credit or fixed income.
- Proficiency with the Python data science stack.
- Familiarity with GitHub or similar tools.
- Effective written and verbal communication skills, with the ability to explain technical concepts to non-technical audiences.
- Hybrid work environment with remote and in-person collaboration.
- Opportunity to work remotely for some positions.
- Tools and resources to engage meaningfully with global colleagues.
- Range of other benefits to enhance flexibility.
About the Role
Morningstar DBRS is looking for a Vice President to join the Credit Practices team, playing a key role in maintaining the integrity and transparency of global credit ratings.
In this role, you will lead reporting on ratings performance, collaborating closely with rating teams to gain deep insights into underlying credit dynamics and ensure accurate interpretation of ratings data.
You will also lead research on credit performance and publish insightful and engaging findings.
Job Responsibilities
Production of rating performance metrics :
- Compute rating performance metrics across all sectors (i) as required by regulation, (ii) as requested by specific users and (iii) periodically or on an ad hoc basis, as requested by Morningstar DBRS management
- Operationalize and document the process
Production of rating performance research, both for publication and for internal use:
- Write and publish annual transition and default studies
- Produce sectorial or asset-class specific research, including topical research, rating performance monitoring and benchmarking studies comparing ratings to market-based indicators (e.g., credit spreads)
Periodic review and assessment of methodology for measuring rating performance:
- Review data selection and treatment
- Review choice of metrics
- Review implementation (e.g., coding, code versioning and documentation)
Qualifications
- Bachelor’s degree (or equivalent) in a quantitative discipline, such as statistics, mathematics, econometrics, quantitative finance, or a related field
- Minimum 8+ years of relevant experience
- Experience conducting quantitative research, ideally in credit or fixed income
- Proficiency with the Python data science stack and familiarity with GitHub or similar tools
- Effective written and verbal communication skills, with the ability to explain technical concepts to non-technical audiences
Nice to have
- Familiarity with credit risk and rating agency methodologies is desirable
Morningstar’s hybrid work environment gives you the opportunity to work remotely and collaborate in-person each week. While some positions are available as fully remote, we’ve found that we’re at our best when we’re purposely together on a regular basis, typically three days each week. A range of other benefits are also available to enhance flexibility as needs change. No matter where you are, you’ll have tools and resources to engage meaningfully with your global colleagues.
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