Quantitative Analyst

5 days ago


Bengaluru, Karnataka, India Moody's Corporation Full time

Credit risk modeling is a critical component of Moody's Corporation's business.

We are looking for a highly skilled Data Modeling Specialist to join our team in Model Validation. In this role, you will be responsible for validating models and scorecards used in credit rating methodologies, ESG frameworks, and AI models.

Your main responsibilities will include assessing model inputs, conceptual soundness, performance, assumptions, limitations, and weaknesses. You will replicate models, develop challenger models for sensitivity and benchmarking analyses, create validation test plans, and draft detailed validation reports.

You will also perform ad-hoc analyses to support the team as needed. Proficiency in programming languages such as R, Python, MATLAB, and SQL is required, with knowledge of C++ preferred.

A strong academic background in a quantitative field, preferably with a post-graduate degree, is necessary. Previous experience in model validation and development, particularly in credit risk, counterparty credit risk, or market risk, is also essential.

You should have 6-10 years of experience in model development or validation roles in financial institutions. If you have a talent for data modeling and a keen analytical mind, we invite you to apply for this challenging position.



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