Quantitative Analyst
4 weeks ago
Moodys is a global integrated risk assessment firm that empowers organizations to make better decisions. We value diversity and inclusion, and we're committed to creating a workplace where each person can be their true self, reach their full potential, and thrive on every level.
The RoleWe're seeking a highly skilled Quantitative Analyst to join our modelling team. As a key member of our team, you will be responsible for developing in-depth knowledge of our Rating Agency models and scorecards, assisting with ad-hoc quantitative projects, and working with managers to create documentation around credit rating models.
Key Responsibilities- Develop in-depth knowledge of our Rating Agency models and scorecards
- Assist with ad-hoc quantitative projects to update and improve the rating process
- Work with managers to create documentation around credit rating models
- Participate in professional training for the analytical staff
- Build relationships with analytical staff and management
- Research mathematical and technical techniques to evaluate performance of credit rating models and scorecards
- Strong academic background, MSc or PhD in relevant areas like Mathematics, Financial Engineering, Mathematical Finance, Computer Science, Physics, Engineering
- Understanding of model development including model design and implementation
- Good development skills in two of the following technologies: C# or other .NET languages, C++, VBA, and Matlab
- Advanced Excel knowledge
- Experience in financial modeling – experience in credit risk, credit derivatives or structured finance a strong plus
- Understanding of fixed income; understanding of structured finance is a plus
- Good verbal and written communication skills, able to communicate clearly and succinctly
- Highly organized and efficient, with ability to multi-task and manage multiple projects
Moodys is an equal opportunity employer. We're committed to creating a workplace where each person can be their true self, reach their full potential, and thrive on every level.
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