• Competitive
  • Frankfurt am Main, Hessen, Germany
  • Permanent, Full time
  • Moody's
  • 20 Oct 17

AVP - Financial Engineer- CSS (London or Frankfurt)

Location: Frankfurt am Main, Hessen, Germany

The Role / Responsibilities:
We have an opportunity for an Assistant Vice President - Financial Engineer to join our modeling team, which is responsible of all the models and scorecards used in the rating process.

This is a good opportunity to join a growing team where you will lead the development and maintenance of some of the rating agency's models and scorecards.

Key Responsibilities:
  • Develop in-depth knowledge of our Rating Agency models and scorecard
  • Build and maintain relationships with analytical staff and management
  • In depth understanding of the modeling requirements from the analytical teams
  • Assist developers in the creation of models and scorecards
  • Support existing and future applications from the analytical teams
  • Act as a key point of contact to provide guidance to rating teams to ensure consistency with rating models and scorecards when appropriate
  • Coach and develop other members of the team
  • Lead projects to improve the quality of our models


The Department / Team:
The successful candidate will join a growing CSS team that works to improve the quality and consistency of credit analysis and publish rating performance research.

#LI-AH1

  • Qualifications:
  • Experience in financial modeling - either credit risk, credit derivatives or structured finance. In particular, experience in statistical estimation methods.
  • Strong academic background, MSc or PhD in relevant areas like Financial Engineering, Mathematical Finance, Mathematics, Statistics, Physics, Engineering, Computer Science, or a related field.
  • Understanding of model development including model design and implementation.
  • Excellent C#. NET, Excel, VBA, VB.NET and SQL skills.
  • Relevant experience with capabilities in foundational software development tools and processes (i.e. source control, issue tracking, unit testing, continuous integration) a plus.
  • Exposure interacting with stakeholders, taking the initiative on complex issues and bringing tasks to resolutions within the desired time frame
  • Understanding of structured finance and fixed income (ABS/RMBS in particular)
  • Strong quantitative aptitude
  • Excellent communication skills, able to communicate clearly and succinctly
  • Highly organised and efficient, with ability to multi-task and manage multiple projects at one time
  • Fluency in English is essential


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.

MIS and MSS Candidates are asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.