• Competitive
  • Prague, Praha, Czech Republic
  • Permanent, Full time
  • Moody's
  • 2018-10-19

Risk Modeller

Location: Prague, Praha, Czech Republic

Risk modelers are directly involved in the development of Moody's Analytics risk modelling solutions and consulting client projects with major banks and other financial institutions worldwide. Being a part of truly global Moody's Analytics team, risk modelers contribute to client and internal projects in every phase, including preparing and delivering presentations, data analysis, methodology design, model development and enhancement, documentation writing, and results delivery. We are looking for highly motivated individuals with strong quantitative skills combined with excellent communication skills, willing to collaborate, learn and develop in a very dynamic and multicultural environment. Role/Responsibilities

  • Acting as part of the project team that develops risk models for clients;
  • Development of best-practice risk management methodologies tailored to client's particular needs;
  • 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;
  • Delivering presentations and workshops for clients on-site and via teleconferences;
  • Participation in internal workshops aimed at enhancement of model building techniques employed by Moody's Analytics;
  • Screening regulatory and industry developments in order to remain up-to-date on leading challenges and trends on the market.

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.


Minimum Qualifications And Requirements
  • Relevant academic background - Ph.D. or Masters in Economics, Finance, Statistics or Mathematics (or related subjects) from a top school is essential.
  • Advanced programming skills in R and/or Stata.
  • Knowledge of quantitative and econometric techniques; ability to communicate technical subject matter clearly and concisely.
  • Good written and verbal communication skills in English.
  • Client-focused team player, able to work under tight deadlines with attention to detail.

Desired Qualifications And Requirements
  • Prior experience in quantitative modelling, including credit risk and market risk modelling.
  • Knowledge of banking regulations in the areas of credit risk, capital adequacy and stress-testing.
  • Knowledge of the SAS platform is an advantage.
  • Willingness to travel on short notice.
  • Good interpersonal skills and the ability to build strong professional relationships at all levels.
  • Ability to work pro-actively and multi-task, using own initiative and without close supervision.

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.

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.