Credit Risk Modeller

Location: Hong Kong


The Risk & Finance Analytics (RAFA) team in Moody's Analytics helps institutions quantify and manage credit risk. The RAFA team is composed of experienced consultants and practitioners working with and drawing on the insight and expertise of our world-class analytics, data, and software technology platforms. Our product solutions include PD, LGD, and Portfolio models, while representative engagements include IFRS 9 impairment advisory and modeling, Basel II/III implementation, economic capital analysis, PD/LGD/EAD modeling, ALLL quantification, and risk-based pricing.

The Assistant Director position is a client-facing role, focused on assessing clients' business needs relative to the development, customization, and implementation of sophisticated credit risk management solutions. The successful candidate will partner various Moody's Analytics teams to identify clients for whom we will design and deliver solutions consisting of both product and bespoke models for risk measurement at the loan and portfolio level. It is expected that the successful candidate will quickly grow into such role and assume significant responsibility for sales and revenue, assist with project execution when required, as well supervise and mentor junior. Heavy travel is required to support the execution of sales and services.

Job Responsibilities
  • For Moody's Analytics (MA) RAFA Solutions:
    • Establish, build, document, and promote expert knowledge concerning our practice and solutions
    • Provide analytical insight and support to Sales in presenting and discussing solutions with Clients
    • Manage a project team to deliver Moody's solution on time and within budget
    • Participate in the implementation and execution of projects to clients
  • Contribute to increasing both RAFA Services and Product revenue
  • Facilitate and support the sales process of RAFA solutions (software and advisory) in the Asia-Pacific region
  • Develop RAFA business solutions (IRB, IFRS9, Stress testing, Portfolio) across sectors
  • Contribute to the definition and development of Asia-Pacific and Global strategy


Enterprise Risk Solutions / Risk & Finance Analytics

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Job Requirements
  • Proven track record working in the financial services industry or leading consulting company: enterprise risk management, CPMs, regulatory
  • Hands on project management experience preferably developed within a consulting and product management environment
  • Proven ability to run or participate in meetings with senior business management
  • Excellent communication skills (verbal and written) with ability to convey complex ideas to all levels of an organization
  • Ability to develop high quality thought leadership on a regular basis (i.e. white papers, presentations…)
  • Team player with management skills and the ability to lead others
Qualifications
  • Requires a Bachelor's degree (Masters a plus) in Finance, Business, Engineering or a related quantitative field
  • Relevant professional designations (e.g., CFA, FRM and/or PRM) are also a plus
  • Minimum five years of relevant professional work experience
  • Strong written communication, live presentation and project management skills are required.
  • Possess academic training or experience with:
    • Various statistical analyses (e.g., regression analysis, Monte Carlo simulation, etc.)
    • The current financial regulatory landscape (Basel, IFRS9, CCAR frameworks, etc.)
  • Experience with the following is preferred:
    • Credit risk modeling (PD/LGD/EAD, stress testing, economic capital, etc.)
    • Commercial credit underwriting and financial statement analysis
    • Statistical analysis on large, complex datasets
    • MATLAB, SAS or WPS (or similar statistical analytic tools) and R


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 atwww.moodys.com.

Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation or any other characteristic protected by law.