Senior Financial Engineer
Financial Engineer Responsibilities:
We have an opportunity for a Financial Engineer to join our Rating Model Group. The duties of this
Financial Engineer 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.
Financial Engineer Qualifications:
- MS degree in Applied Mathematics, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred.
- 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
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.