Dir-Analytics & Modeling

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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.

Employer: Moody’s Analytics, Inc.

Title: Dir-Analytics & Modeling

Location: 7 World Trade Center, 250 Greenwich Street, New York, NY 10007 (Principal place of business – telecommuting permitted)

Duties: Design, code and parameterize cyber catastrophe risk model components, including those core to the frequency and severity of modeled losses such as Threat Actors, Software and associated Vulnerabilities, and adversary Tactics, Techniques and Procedures (TTPs). Design, code and parameterize cyber catastrophe risk model components in the form of mathematical simulation models quantifying financial risk and describing risk factors. Design, implement, and calibrate probabilistic simulation models and frameworks that reflect the numerous complex interactions and interdependencies between the key drivers of cyber risk. Define the scope and lead development of key modeling initiatives that have a large implication on the success of the product. Provide quantitative guidance to junior team members, including the identification and assessment of appropriate quantitative methods as well as ensuring that deliverables are compatible with broader modeling efforts. Collaborate with the cyber model development team to provide insight on quantitative methodologies, model frameworks and assumptions being made. Present research and development materials to client base and the broader industry at conferences. Support technical internal discussions on the development and translation of financial models, exposure data structures, and loss data structures in the context of cyber risk modelling. Telecommuting Permitted (100% telecommuting position. Will consider applicants resident in the continental U.S.)

Requirements: Requires a Master’s degree or foreign equivalent in Quantitative Risk Analytics, Catastrophe Modeling, or closely related quantitative field, plus five (5) years of experience as an Analyst, Modeler, or related position conducting quantitative analysis and risk modeling. Must have experience with the following: catastrophe risk modeling; building causally-structured cyber risk models and parameterizing components to quantify the risk posed to different types of companies; analyzing complex datasets containing missing and imperfect entries to calibrate risk models against historical observations; logical underpinning of insurance financial model engines, cyber exposure data structures and cyber loss data structures; R, SQL, and Julia programming languages including Turing.jl, StatsBase.jl and Distributions.jl. Domestic & international travel required. Destination & frequency impossible to predict. Telecommuting Permitted (100% telecommuting position. Will consider applicants resident in the continental U.S)

For US-based roles only: the anticipated hiring base salary range for this position is $164,174 to $277,600/yr, depending on factors such as experience, education, level, skills, and location. This range is based on a full-time position. In addition to base salary, this role is eligible for incentive compensation. Moody’s also offers a competitive benefits package, including not but limited to medical, dental, vision, parental leave, paid time off, a 401(k) plan with employee and company contribution opportunities, life, disability, and accident insurance, a discounted employee stock purchase plan, and tuition reimbursement.

To apply, please submit resume through careers.moodys.com or via e-mail at hrbox28@moodys.com. Please refer to Job Ref. 9309.

Annual base salary gross: $164,174 to $277,600. Applicable to Lithuania candidates: The base salary range represents the low and high end of the Moody’s salary range for this position. Actual salaries will vary and will be based on various factors, such as candidate’s qualifications, skills, and competencies. The salary is one component of Moody’s total compensation package for employees. Other rewards and benefits include the following: Medical, Personal Accident, Life Insurance and Time Off.

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.

For more information on the Securities Trading Program, please refer to the STP Quick Reference guide on ComplianceNet

Please note: STP categories are assigned by the hiring teams and are subject to change over the course of an employee’s tenure with Moody’s.