Analytics & Modeling Analyst

At Moody's, we unite the brightest minds to turn today’s risks into tomorrow’s opportunities. We do this by striving to create an inclusive environment where everyone feels welcome to be who they are-with the freedom to exchange ideas, think innovatively, and listen to each other and customers in meaningful ways. 

If you are excited about this opportunity but do not meet every single requirement, please apply! You still may be a great fit for this role or other open roles. We are seeking candidates who model our values: invest in every relationship, lead with curiosity, champion diverse perspectives, turn inputs into actions, and uphold trust through integrity. 

We are looking for a quantitative analyst to join our modelling team, which is responsible for all the models and scorecards used in the rating process. This is a good opportunity to join a growing team where you will be expected to participate in the development of credit rating models and scorecards and assist with documentation, oversight and maintenance of them.

Key Responsibilities:
* Develop in-depth knowledge of our Rating Agency models and scorecards.
* Assisting with ad-hoc quantitative macroeconomic projects and project to update and improve the rating process e.g. structured finance simulations.
* Work with managers to create documentation around credit rating models.
* Participate in professional training for the analytical staff.
* Build relationships with the analytical staff and management; act as a key point of contact to provide guidance to the rating teams to ensure consistency with rating models and scorecards when appropriate.
* Research mathematical and technical techniques to evaluate the performance of credit rating models and scorecards.

Qualifications:
* Strong academic background, MSc or PhD in relevant areas like Mathematics, Computer Science, Physics, Financial Engineering, Mathematical Finance, Engineering.
* Understanding of model development including model design and implementation.
* Good development skills in two of the following technologies: C# or other .NET languages, C++, Python, VBA, or Matlab.
* Advanced Excel knowledge.
* Experience in financial modeling - experience in credit risk, credit derivatives or structured finance is a strong plus.
* Understanding of fixed income - understating of structured finance is a plus.
* Good verbal and written communication skills, an ability to communicate clearly and succinctly.
* Highly organized and efficient, with an ability to multi-task and manage multiple projects.

Moody’s is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law.

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.