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Moody's Analytics provides risk modeling solutions and consulting services. Being part of a truly global team, validators advise major banks, fintechs, auto captives and other financial institutions worldwide. Model validators grade credit risk models after performing a qualitative and quantitative evaluation. Validators review and provide constructive criticism on the documentation, model design, methodology, model development, and performance, and conduct benchmarking analysis in order to find improvement opportunities to enhance model performance.
We are looking for a highly-motivated, hard-working individual with strong quantitative skills (econometrics, machine learning, coding), with excellent verbal and written communication skills (English), willing to collaborate, learn and develop in a very dynamic and multicultural environment. Previous model development and or validation experience is strongly preferred.
We focus on retail credit portfolios, but there is some exposure to corporate and other forms of risk modeling in partnership with other teams within Moody's Analytics.
» Consulting work with major financial institutions and other industry players worldwide.
» Performing data analysis, risk model replication and development, using state-of-the-art statistical and econometric techniques.
» Writing validation reports, in English.
» Analyzing (i) scorecards, (ii) probability of default (PD), (iii) exposure at default (EAD), (iv) loss given default (LGD), (v) IFRS 9 impairments, (vi) CECL, among other types of models.
» Forecasting and simulation exercises, with emphasis on stress testing under alternative scenarios.
» Building and delivering presentations and workshops for various internal and external audiences.
» Participating in internal workshops aimed at further enhancement of model building techniques employed by Moody's Analytics.
» Screening regulatory and industry developments in order to remain up-to-date on market trends and leading challenges.
» Working collaboratively in a global team, across multiple time zones.
» Solid academic background -Ph.D. or Master's degree in Economics, Data Science, Statistics, Mathematics, Physics, or other closely-related field from a top school-is essential.
» Advanced programming skills in R, STATA, SAS and/or Python.
» Strong writing skills (English).
» Ability to communicate technical matters clearly and concisely.
» Client focused.
» Adaptable team player.
» Highly organized and efficient.
» Excellent presentation and interpersonal skills.
» Strong attention to detail.
» Intrinsically motivated and able to work without close supervision.
» Industry experience in quantitative risk modeling or validation; and/or knowledge of banking regulations in the areas of credit risk, capital adequacy and stress-testing.
» Experience with business strategies such as underwriting, risk-based pricing, limit-setting, limit management, and collection.
» SQL programming skills.
» Spanish skills are a plus.
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.