VP-Sr. Financial Engineer
Job Description The Rating Model Group at Moody's Investors Service is a team of professionals working on credit rating models and scorecards and economic and financial research that feeds into general credit policies, rating methodologies and economic forecast and surveillance for the rating agency.
We are looking for a seasoned economist/financial engineer to join our team. The duties include:
- Lead projects on enhancing and improving existing quantitative credit rating models and scorecards, as well as developing new models and scorecards utilized by Moody's Credit Rating Analysts to assign fundamental ratings.
- Conduct and work largely independent on economic and financial research projects: collecting and analyzing data and writing original research and briefing notes.
- Work with the Methodology Development Group, the approval groups and the rating teams to present how the models and scorecards were designed and work.
- Supervise and mentor junior team members on model development and training materials.
Qualifications Minimum Education and Experience Requirements
Minimum Special Requirements:
- PhD degree or foreign equivalent in Economics, Econometrics, Statistics or Finance plus at least 4 years of experience working on economic and credit models.
- Alternatively, employer will accept a Master's degree or foreign equivalent in an acceptable field as stated above plus 7 years of experience as stated above.
- Full term of experience must include the following: handling large datasets, time series and panel data econometrics, working knowledge of economic models; utilizing Matlab and one or more of the following programming/econometric languages: Stata, EViews, R, VBA, SQL.
- Working experience in central banks, international financial institutions, and private banks analyzing credit would be a plus.
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 email@example.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.