Job Description We are looking for a quantitative analyst to join our modelling team, which is responsible for all the models and scorecards used in the rating process. This is a good opportunity to join a growing team where you will be expected to participate in the development of credit rating models and scorecards and assist with documentation, oversight and maintenance of some of the rating agency models and scorecards. Key Responsibilities:
- Develop in-depth knowledge of our Rating Agency models and scorecard
- Assisting with ad-hoc quantitative projects to update and improve the rating process (structured finance simulations, macroeconomic projects, etc.).
- Work with managers to create documentation around credit rating models.
- Participate in professional training for the analytical staff
- Build relationships with analytical staff and management; Act as a key point of contact to provide guidance to rating teams to ensure consistency with rating models and scorecards when appropriate
- Research mathematical and Technical techniques to evaluate performance of credit rating models and scorecards
- Strong academic background, MSc or PhD in relevant areas like Mathematics, Computer Science, Physics, Financial Engineering, Mathematical Finance, Engineering.
- Understanding of model development including model design and implementation.
- Good development skills in two of the following technologies: C# or other .NET languages, C++, VBA, and Matlab
- Advanced Excel knowledge
- Experience in financial modeling - experience in credit risk, credit derivatives or structured finance a strong plus.
- Understanding of fixed income; understating of structured finance is a plus.
- Good verbal and written communication skills, able to communicate clearly and succinctly
- Highly organized and efficient, with ability to multi-task and manage multiple projects
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.