Senior Quant Architect, Structured Finance & Credit Risk

Morningstar is seeking a Quant Analyst to execute proprietary research and build credit rating models for asset classes including ABS, RMBS, CMBS and structured credit. The role collaborates with Credit Ratings, Data Engendering and Technology teams to deliver innovative, understandable models. You will develop and maintain Python and C++ libraries, work with large datasets, and contribute to research papers while navigating a hybrid work environment. J-18808-Ljbffr