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We are looking for a Quantitative Analyst to join our Model Verification Team.
The duties of this analyst include:
Verify and enhance the financial models underlying Moody's credit policies and rating methodologies
Implementing model testing procedures and developing analytical projects to confirm the ability of financial models to assess credit risk.
Building financial model prototypes, implement validation procedures, and assist with the implementation of new control processes for rating models and scorecards.
Support in research and validation projects.
The position requires collaboration with rating analysts, model managers, research groups, and development groups.
Methodology Development Group/ Model Verification Team
MS degree in Applied Mathematics, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred.
0-3 years of overall experience in credit risk modeling - experience in credit derivatives or structured finance a strong plus.
Working knowledge of 2 of the following technologies: VBA, C++, C#, Matlab, R, Moody's Structured Finance Workstation (SFW)
Knowledge of SQL a plus.
Hard working, easy to work with, and willingness to learn new technologies
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 $3.5 billion in 2015, employs approximately 10,400 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, religion, sex, national origin, disability, protected veteran status, sexual orientation or any other characteristic protected by law.
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.