We are looking for a seasoned financial engineer to join our modelling team, which is responsible for all the models and scorecards used in the rating process.
This is a good opportunity to join a growing team where you will be expected to participate in the development of credit rating models and scorecards and assist with documentation, oversight and maintenance of some of the rating agency's models and scorecards.
Develop in-depth knowledge of our Moody's credit rating models and scorecards
Research statistical and mathematical techniques to evaluate performance of credit rating models and scorecards
Lead and assist with quantitative projects to update and improve credit rating models and scorecards (structured finance collateral and fundamental models)
Create documentation around credit rating models. Act as a key point of contact to rating teams and the methodology framework and review groups to ensure consistency of rating models and scorecards across sectors, provide technical support and guidance as appropriate
Lead and/or supervise projects to improve the quality of, and governance around, our models
Publish research and participate in professional training for analytical staff
Build and maintain relationships with analytical staff and management
Department / Team:
The successful candidate will join a growing Credit Strategy and Standards team that works to improve the quality and consistency of Methodologies, Credit Rating Models and Scorecards.
Strong academic background, MSc or PhD in relevant areas like Financial Engineering, Mathematical Finance, Mathematics, Statistics, Physics, Engineering
7+ years of experience in developing and documenting financial models - credit risk, credit derivatives or structured finance a strong plus.
Understanding of model development including model design and implementation.
Good development skills in two of the following technologies: C++, VBA, Matlab
Experience managing the interaction with key stakeholders, communicating complex model issues to senior management and approval groups
Understanding of fixed income; understanding of structured finance is a plus.
Excellent oral and written communication skills, able to communicate clearly and succinctly
Highly organized and efficient, with ability to multi-task and manage multiple projects
Moody's is an essential component of the global capital markets, providing credit ratings, research, tools and analysis that contribute to transparent and integrated financial markets. Moody's Corporation (NYSE: MCO) is the parent company of Moody's Investors Service, which provides credit ratings and research covering debt instruments and securities, and Moody's Analytics, which offers leading-edge software, advisory services and research for credit and economic analysis and financial risk management. The Corporation, which reported revenue of $3.5 billion in 2015, employs approximately 10,400 people worldwide and maintains a presence in 36 countries. Further information is available at www.moodys.com.
Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, sex, gender, age, religion, national origin, citizen status, marital status, physical or mental disability, military or veteran status, sexual orientation, gender identity, gender expression, genetic information, or any other characteristic protected by law. Moody's also provides reasonable accommodation to qualified individuals with disabilities in accordance with applicable laws. If you need to inquire about a reasonable accommodation, or need assistance with completing the application process, please email email@example.com.. This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications.
For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance. For New York City positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the New York City Fair Chance Act. For all other applicants, qualified applicants with criminal histories will be considered for employment consistent with the requirements of applicable law.
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MIS and MSS Candidates are asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.