CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
The Role / Responsibilities: We are looking for a seasoned financial engineer to join our modelling team, which is responsible of 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's models and scorecards.
Develop in-depth knowledge of our Rating Agency models and scorecard
Research econometric, statistical and mathematical techniques to evaluate performance of credit rating models and scorecards
Lead and assist with quantitative projects to develop, maintain and improve credit rating models and scorecards (structured finance collateral and fundamental models)
Create documentation around credit rating models. Act as a key point of contact to rating teams and the methodology framework and review groups to ensure consistency of rating models and scorecards across sectors, provide technical support and guidance as appropriate
Present to the relevant forum the details of the proposed modelling framework
Build and maintain relationships with analytical staff and management
Coach and develop other members of the team
Lead or supervise projects to improve the quality of, and governance around, our models
Publish research and participate in professional training for analytical staff
The successful candidate will join a growing Credit Policy team that works to improve the quality and consistency of credit analysis and publish rating performance research.
Strong academic background, MSc or PhD in relevant areas like Statistics, Econometrics, Financial Engineering, Mathematical Finance or Mathematics, Physics, Engineering.
Experience in credit models and analysing data. A good understanding of econometrics and applied statistics is a strong plus.
Understanding of model development including model design and implementation.
Good development skills in Matlab. Experience using C++ and or VBA a plus.
Good Excel knowledge
Extensive experience managing the interaction with key stakeholders, communicating complex model issues to senior management and approval groups
Understanding of fixed income; understating of structured finance is a plus.
Strong quantitative aptitude
Excellent oral and written communication skills, able to communicate clearly and succinctly
Highly organised and efficient, with ability to multi-task and manage multiple projects at one time
Fluency in English is essential
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 $4.2 billion in 2017, employs approximately 11,900 people worldwide and maintains a presence in 41 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, gender expression, gender identity or any other characteristic protected by law.
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.
Internal Number: 4660745
eFinancialCareers is a career site specializing in financial services.