• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Moody's
  • 24 Nov 17

Financial Engineer(ABS)

Location: New York, NY, USA

We are looking for an Associate financial engineer to join our modelling team, which is responsible for waterfall cash flow models and first payment date update ( ABS-Student loan focus ) using our in house proprietary modeling and updating tools
This is a good opportunity to join a growing team where you will be expected to participate in various of structured finance cash flow model , first payment date updating and modeling tool development . You will also be expected to work closely with each Asset class desk regarding client challenges and new securitization products analysis in market .

Responsibilities:
  • Develop complex, cash flow projection models for US securitization transactions using our proprietary software. In particular you will be tasked with creating and reviewing Cash Flow (Waterfall) model for various ABS , RMBS and CMBS transactions for external and internal clients, supporting our product and software development teams for these products.
  • participate in quality and productivity enhancement projects
  • responsible for the deal update for the first payment cycle
  • participate in modeling and updating tool development and enhancement
  • Work closely with each Asset class desk regarding client challenges and new securitization products analysis (focus on waterfall) in market


CESA division of Moody's Analytics

  • Master or Bachelor's degree in Economics, Finance, Financial Engineering, Statistics, Math or related quantitative field and 2 -3 years' experience in securitizations.
  • Experience in collateral analysis, credit risk and cash flow modeling for ABS- Student Loan or other structured products is desirable.
  • Should have strong verbal and written communication skills. Candidates must demonstrate strong quantitative and problem solving abilities. Strong Excel skills are required. Knowledge of VBA and/or C# etc. is a plus.
  • Should have attention to details and be able to work effectively in a team setting to deliver projects accurate and in timely fashion.


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, sex, gender, age, religion, national origin, citizen status, marital status, physical or mental disability, military or veteran status, sexual orientation, gender identity, gender expression, genetic information, or any other characteristic protected by law. Moody's also provides reasonable accommodation to qualified individuals with disabilities in accordance with applicable laws. If you need to inquire about a reasonable accommodation, or need assistance with completing the application process, please email accommodations@moodys.com.. This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications.

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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.