• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Moody's
  • 2019-03-20

Senior Financial Engineer

Location: New York, NY, USA

Duties: Lead projects on enhancing and improving existing quantitative Credit Rating models, as well as developing new Credit Rating Models utilized by Moody's Credit Rating Analysts to assign ratings to various Structured Finance Asset Classes. Coordinate the coding of Credit Rating Models in Matlab, VBA, SQL, R, and/or Stata. Develop and design material for the Methodology Framework Group, Methodology Review Group and the specific rating teams to present how the models work explaining and detailing model and calibration choice. Lead the design of model specifications and training materials that accurately reflect the mechanics of the credit rating models. Supervise and mentor junior team members on model development and training materials.

Qualifications
Required Requirements: PhD degree or foreign equivalent in Mathematical Finance, Mathematics, Engineering, Statistics or related quantitative field plus 2 years of experience developing and documenting financial models in credit risk. Alternatively, employer will accept a Master's degree or foreign equivalent in an acceptable field as stated above plus 4 years of experience as stated above. Full term of experience must include the following: handling large datasets, time series and panel data analysis, Monte-Carlo simulation, and stochastic process; utilizing at least three of the following programming languages: Matlab, VBA, SQL, R, Stata or C/C++; and working in the full lifecycle of projects on enhancing and developing credit rating models.

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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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.