- Prague, Praha, Czech Republic
- Permanent, Full time
- 24 Oct 17
Location: Prague, Praha, Czech Republic
- Econometric modelling and coding, forecasting under alternative scenarios;
- Risk modelling, including the development, implementation, and validation of credit risk models using state of the art statistical and econometric techniques;
- Documentation, including model specification, estimation and validation.
- Client satisfaction, including speed and quality of responses to our clients.
- Internal and external presentations
The Economic and Consumer Credit Analysis team, a division of Moody'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.
Our research has many dimensions: country analysis; financial markets; industrial markets; and regional markets. Moody's Economy.com information and services are used in a variety of ways, including strategic planning; product and sales forecasting; risk and sensitivity management; and as investment research.
- Strong academic background - Ph.D. or Masters in Economics, Finance, Statistics or Mathematics (or related subjects) from a top school is essential.
- Experience in quantitative modelling is required. Credit risk modelling and econometric analysis are essential.
- Knowledge of quantitative techniques and the 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 written and excellent communication and organisational skills.
- Good interpersonal skills and the ability to build strong professional relationships at all levels
- Client focused.
- Team player.
- Highly organised and efficient.
- Excellent attention to detail.
- Ability to work pro-actively and multi-task.
- Ability to work to tight deadlines.
- Ability to work using own initiative and without close supervision.
- Well-developed IT skills including Email, Word, Excel and PowerPoint.
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, religion, sex, national origin, disability, protected veteran status, sexual orientation or any other characteristic protected by law.