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Job Description We are looking for a Quantitative Analyst to join our modelling team. Our team is responsible for developing all models and scorecards used in the rating process.
Build and develop complex cash flow models using Moody's fixed income software
Develop in-depth knowledge of our Rating Agency models and scorecards
Assisting with ad-hoc quantitative projects to update and improve the rating process (structured finance simulations, macroeconomic projects, etc.).
Publish research and participate in professional training for the analytical staff
Perform back-tests and develop analytical projects to confirm the ability of financial models to assess credit risk.
Assist developers in the creation of models and scorecards
Act as a key point of contact to provide guidance to rating teams to ensure consistency with rating models and scorecards when appropriate
Bachelor's degree in Finance, Financial Engineering, Mathematical Finance, Mathematics, Statistics, Physics, Engineering, Computer Science or related field. Master's degree or PhD is a plus.
Experience in financial modelling - experience in credit risk, credit derivatives or structured finance a strong plus. Experience may be gained through employment or academic study.
Ability to comprehend, interpret and analyse legal documents on complex financial structures.
Proficient/expert in Excel and VBA, and other MS Office tools
Knowledge of SQL, C#.Net, VBA.Net or other programming/scripting languages is a plus
Understanding of model development including model design and implementation
Understanding of fixed income; knowledge of structured finance is a plus
Strong quantitative aptitude
Excellent written and verbal communication skills, able to communicate clearly and succinctly
High attention to detail with excellent organisational and analytical skills and ability to handle multiple projects at one time
Hard working, easy to work with, and a willingness to learn new technologies
Fluency in English is essential
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.
For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance. For New York City positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the New York City Fair Chance Act. For all other applicants, qualified applicants with criminal histories will be considered for employment consistent with the requirements of applicable law.
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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.