Moody’s is a global integrated risk assessment firm that empowers organizations to make better decisions
- Apply statistical theory and methods to collect, organize, interpret, and summarize data to support the development and implementation of fundamental credit rating models and scorecards for Moody’s credit ratings process
- Conduct econometric and statistical analysis to support selection and calibration of credit rating model and scorecard factors and key drivers of default
- Work with rating analysts, methodology development, review and verification groups, and MIS Tech to design, develop, test, maintain and implement new and existing credit rating models and scorecards
- Work with the Methodology Development Group, the approval groups and the rating teams to present how the models and scorecards were designed and work
- Collaborate with other team members to build statistical models and prototypes and perform econometric modeling utilizing Matlab, Python, R, Stata or other statistical modeling programs, including the collection of data to write original research and briefing notes
Minimum Special Requirements: Full term of experience must include the following: handling large datasets, time series and panel data econometrics, working knowledge of economic models; utilizing Matlab and one or more of the following programming/econometric languages: Stata, EViews, R, VBA, SQL.
Working experience in central banks, international financial institutions such as the IMF and World Bank, and private banks analyzing credit would be a plus.
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.