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