- Vilnius, Vilniaus, Lithuania
- Permanent, Full time
Senior Software Engineer
Location: Vilnius, Vilniaus, LithuaniaThis is an opportunity for an individual with a strong software development background to join Moody's CSS group in EMEA, to develop and maintain sophisticated credit risk models in C#.NET.
The successful candidate will have a demonstrable track record of interacting directly with stakeholders, taking the initiative on complex issues and bringing tasks to a resolution quickly.
While the primary focus will be C#.NET, there will be the need to work with VB.NET, Excel, VBA and SQL as required. Some mathematical and financial knowledge is required, so that the mechanics of the analytical methodologies can be understood. Experience with foundational software development tools and processes is also required: source control, issue tracking, unit testing, continuous integration, etc
This is an excellent opportunity to work directly with thought leaders in credit risk and gain global exposure to a variety of asset classes with a strong focus on structured finance.
This role will suit a highly motivated problem solver with excellent communication skills and a proven ability to use their own initiative and work without close supervision.
- Working directly with financial engineers and business analysts to understand their modelling requirements
- Design, develop, test and maintain quantitative models using C#.NET, SQL, VBA and VB.NET
- If applicable, write the technical requirements of the quantitative models.
- Strong academic background, MSc or PhD in relevant areas like Computer Science, Engineering, Physics, Mathematics, Financial Engineering or a related field.
- Excellent C#/ C++, C#. NET, VBA, VBA.Net development skills
- Good Excel, VBA and SQL skills
- Relevant experience with capabilities in foundational software development tools and processes (i.e. source control, issue tracking, unit testing, continuous integration).
- Knowledge in Monte Carlo analysis and structured finance modelling is a plus
- Strong interpersonal and presentation skills
- Strong written and verbal communication skills
- Fluency in English a must and another European language is an advantage.
- Detail oriented and highly organised
- Rigorous and analytical thought process
- Experienced in working to tight deadlines
- Experience in Financial Services is advantageous
- Able to work on own initiative and without close supervision
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, gender expression, gender identity 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.