- Beijing, Beijing Shi, China
- Permanent, Full time
- 24 Mar 18
Asst. Dir. - Credit Risk Modeller
Location: Beijing, Beijing Shi, ChinaMoody's Analytics is a leading independent provider of economic, financial, country, and industry research designed to meet the diverse planning and information needs of businesses, governments, and professional investors worldwide.
- You would be responsible for credit modeling, including the development, implementation, and validation of probability of default (PD), exposure at default (EAD) and loss given default (LGD) models using state-of-the-art statistical and econometric techniques.
- Emphasis is on retail credit but with some exposure to corporate and other forms of risk modeling in partnership with sister companies within Moody's.
- Other relevant areas of credit modelling include RWA calculations, ICAAP modelling, portfolio analysis, IFRS 9 impairment modelling, and scorecard building.
- The candidate would also be responsible for forecasting and simulation exercises, with emphasis on stress testing under alternative scenarios;
- Contract consulting work with major financial institutions and other industry players worldwide.
- The successful applicant would be involve in proposal writing, modeling specification, estimation and validation, final reports and documentation writing; meeting with clients to discuss proposed and current projects; making presentations at conferences; and general client service, including serving as primary point of contact for credit modeling issues.
Content Solutions - Economics & Structured Analytics
- Strong academic background - Ph.D. or Masters in Economics, Finance, Statistics or Mathematics (or related subjects) from a top school is essential.
- Knowledge of econometric techniques and ability to communicate technical subject matter clearly and concisely.
- Strong programming skills in STATA, MATLAB, R, E-Views, Fortran, SAS or similar statistical platforms.
- Good interpersonal skills and the ability to build strong professional relationships at all levels
- Client focused.
- Team player.
- Highly organised and efficient.
- Ability to work using own initiative and without close supervision.
- Well-developed IT skills including Email, Word, Excel and PowerPoint.
- English and Mandarin language skills are required. Excellent writing skills in English are required.
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 $3.6 billion in 2016, employs approximately 10,700 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, religion, sex, national origin, disability, protected veteran status, sexual orientation or any other characteristic protected by law.
Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.