- New York, NY, USA
- Permanent, Full time
Location: New York, NY, USAIn this role, you will be a part of the team that supports our clients in the implementation and application of Moody's Analytics Solutions. This is an opportunity to develop your career in financial services using world-class software. You will obtain a broad knowledge of credit and market risk methodologies by working with the latest breed of financial research. You will also ensure that our products, financial models and technology are used effectively and appropriately to add value to our clients' businesses.
- Understand and explain complex financial models on conceptual, intuitive, and practical levels.
- Provide thorough quantitative and conceptual solutions to our wide range of clients.
- Provide in-depth education and assistance on product features, functionality and the product technical architecture.
- Support clients on the use of our industry leading credit risk products in a courteous, professional, accurate and timely manner via web, email, telephone, and in person.
- Communicate effectively and develop excellent working relationships with colleagues within Client Service and in partner teams such as Engineering, Research, etc.
- Provide constructive feedback to the sales and training groups regarding client needs and opportunities
- Identify, capture, and channel client feedback on product features and functionality to our Product Managers
- Originate content for our client Knowledge Base
- Manage and escalate requests appropriately while maintaining ownership of client interaction and delivery solution.
- Track all client interactions using the CRM system
- Rotational Weekend On-Call Support work may be required
- Bachelors degree with an emphasis in Computer Science, Finance, Engineering, Mathematics, or Statistics.
- Knowledge in Risk/Return Trade off, Diversification, Factor Model, Credit Risk, Correlation, Asset Allocation, Efficient Market Theory, Portfolio Theory, Fixed Income Securities, Financial Markets, Value at Risk, Stress Testing, and Monte Carlo Simulation.
- Superb analytical skills and persistence in analytical and technical problem solving
- Strong knowledge of Windows based architectures and windows diagnostic software
- Masters degree in Quantitative Finance, Business Administration, Computer Science, Financial Engineering, Computer Information Systems or Accounting preferred
- Proficiency with SQL procedures strongly preferred
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 firstname.lastname@example.org.. This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications.
For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance. For New York City positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the New York City Fair Chance Act. For all other applicants, qualified applicants with criminal histories will be considered for employment consistent with the requirements of applicable law.
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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.