Moody’s is a global integrated risk assessment firm that empowers organizations to make better decisions

Quantitative Analyst

Moody’s (NYSE: MCO) is a global integrated risk assessment firm that empowers organizations to make better decisions. Our data, analytical solutions and insights help decision-makers identify opportunities and manage the risks of doing business with others. We believe that greater transparency, more informed decisions, and fair access to information open the door to shared progress. With over 11,000 employees in more than 40 countries, Moody’s combines international presence with local expertise and over a century of experience in financial markets. Learn more at moodys.com.

Moody’s Investors Service is among the world’s most respected and widely utilized sources for credit ratings and research. Our opinions and analysis on a broad range of credit obligors and obligations are valued around the world for their insight and rigor. At MIS, our workplace culture supports our mission to be the Agency of Choice for our customers, employees and future employees. Our Culture focuses on Excellence and embodies behavioral qualities such as Integrity, Responsiveness, Collaboration, Respect and Passion. Our people are our core asset and we look beyond outcomes to ensure that behaviors and interactions matter.

Department

CSS

Job Description

Job Description:

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

Qualifications

Minimum Education and Experience Requirements: Master degree or foreign equivalent in Economics, Econometrics, Statistics or Finance plus at least 2 years of experience working on economic and credit models.

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.

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 accommodations@moodys.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.

Click here to view our full EEO policy statement. Click here for more information on your EEO rights under the law. Click here to view our Pay Transparency Nondiscrimination statement.

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.