- Beijing, Beijing Shi, China
- Permanent, Full time
- 13 Dec 17
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) 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. You 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.
Economics and Structured Analytics
- The ideal candidate would have a Master's degree with experience, or Ph.D. in Finance, Statistics, Mathematics, Economics or other closely related field.
- Industry experience in quantitative risk modeling and/or loss forecasting is preferred though candidates with strong analytical backgrounds and programming skills will be considered.
- Ability to communicate technical subject matter clearly and concisely to individuals from various backgrounds is a plus.
- Excellent writing, presentation, project management and interpersonal skills are required.
- English and Mandarin language skills 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.