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Job Description We are looking for a financial engineer to join our modelling team, which is responsible of all the models and scorecards used in the rating process. The successful candidate will have a demonstrable track record of interacting directly with stakeholders, taking the initiative on complex issues, bringing tasks to a resolution quickly and mentoring other more junior members of the team. This is an excellent opportunity to work directly with thought leaders in credit risk and gain global exposure to a variety of asset classes with a strong focus on structured finance. This role will suit a highly motivated problem solver with excellent communication skills and a proven ability to use their own initiative and work without close supervision.
Develop in-depth knowledge of our Rating Agency models and scorecard
Lead and assist with quantitative projects to develop, maintain and improve credit rating models and scorecards (structured finance collateral and fundamental models)
Create technical 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
Research econometric, statistical and mathematical techniques to evaluate performance of credit rating models and scorecards
Publish research and participate in professional training for analytical staff
Strong academic background, MSc or PhD in relevant areas like Statistics, Econometrics, Financial Engineering, Mathematical Finance or Mathematics, Physics, Engineering.
Understanding of model development including model design and implementation.
Good development skills in C#. Experience using C++, VBA or Matlab a plus.
Good Excel knowledge
Experience in credit models and analysing data. A good understanding of econometrics and applied statistics is a strong plus.
Experience managing the interaction with key stakeholders, communicating complex model issues to senior management and approval groups
Very strong understanding of fixed income and financial mathematics ; 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 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.