Econometric modelling and coding, forecasting under alternative scenarios;
Risk modelling, including the development, implementation, and validation of credit risk models using state of the art statistical and econometric techniques;
Documentation, including model specification, estimation and validation.
Client satisfaction, including speed and quality of responses to our clients.
Internal and external presentations
The Economic and Consumer Credit Analysis team, a division of Moody's Analytics, is a leading independent provider of economic, financial, country, and industry research designed to meet the diverse planning and information needs of businesses, governments, and professional investors worldwide.
Our research has many dimensions: country analysis; financial markets; industrial markets; and regional markets. Moody's Economy.com information and services are used in a variety of ways, including strategic planning; product and sales forecasting; risk and sensitivity management; and as investment research.
Strong academic background – Ph.D. or Masters in Economics, Finance, Statistics or Mathematics (or related subjects) from a top school is essential.
Experience in quantitative modelling is required. Credit risk modelling and econometric analysis are essential.
Knowledge of quantitative techniques and the ability to communicate technical subject matter clearly and concisely.
Strong programming skills in STATA, MATLAB, R, E-Views, Fortran, SAS or similar statistical platforms.
Good written and excellent communication and organisational skills.
Good interpersonal skills and the ability to build strong professional relationships at all levels
Highly organised and efficient.
Excellent attention to detail.
Ability to work pro-actively and multi-task.
Ability to work to tight deadlines.
Ability to work using own initiative and without close supervision.
Well-developed IT skills including Email, Word, Excel and PowerPoint.