
Website moodyscorp Moody's
Moody’s is a global integrated risk assessment firm that empowers organizations to make better decisions
Quantitative Analyst
Department
Analytical Tools & Solutions / Rating Model Group / Model Verification Team
Job Description
We are looking for a Quantitative Analyst to join our Rating Model Group. There are two openings for this
role, one in Model Verification Team and the other in Model Development Team. The duties of this
Quantitative Analyst include:
· Verify and enhance the financial models underlying Moody’s credit policies and rating methodologies
Build complex cash flow models using Moody’s fixed income software for verification purpose
· Implementing model testing procedures and developing analytical projects to confirm the ability of financial models to assess credit risk.
· Building financial model prototypes, implement validation procedures, and assist with the implementation of new control processes for rating models and scorecards.
· Support in research and validation projects.
· The position requires collaboration with rating analysts, model development team and research groups.
We are looking for a Quantitative Analyst to join our Rating Model Group. There are two openings for this
role, one in Model Verification Team and the other in Model Development Team. The duties of this
Quantitative Analyst include:
· Verify and enhance the financial models underlying Moody’s credit policies and rating methodologies
Build complex cash flow models using Moody’s fixed income software for verification purpose
· Implementing model testing procedures and developing analytical projects to confirm the ability of financial models to assess credit risk.
· Building financial model prototypes, implement validation procedures, and assist with the implementation of new control processes for rating models and scorecards.
· Support in research and validation projects.
· The position requires collaboration with rating analysts, model development team and research groups.
Qualifications
MS degree in Applied Mathematics, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred.
0-3 years of overall experience in credit risk modeling
Working knowledge of 2 of the following technologies: VBA, C++, C#, Matlab, R, Python
Experience in structured finance and cash flow modelling a strong plus
Working knowledge of Moody’s Structured Finance Workstation (SFW) strongly preferred
Hard working, prudent, easy to work with, and willingness to learn new technologies
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