Quantitative Analyst - London - 11650BR

We are looking for a Quantitative Analyst to join our modelling team. Our team is responsible for developing all models and scorecards used in the rating process.

Key Responsibilities:
  • Build and develop complex cash flow models using Moody’s fixed income software
  • Develop in-depth knowledge of our Rating Agency models and scorecards
  • Assisting with ad-hoc quantitative projects to update and improve the rating process (structured finance simulations, macroeconomic projects, etc.).
  • Publish research and participate in professional training for the analytical staff
  • Perform back-tests and develop analytical projects to confirm the ability of financial models to assess credit risk.
  • Assist developers in the creation of models and scorecards
  • Act as a key point of contact to provide guidance to rating teams to ensure consistency with rating models and scorecards when appropriate
The successful candidate will join a growing CSS team that works to improve the quality and consistency of credit analysis and publish rating performance research.

  • Bachelor’s degree in Finance, Financial Engineering, Mathematical Finance, Mathematics, Statistics, Physics, Engineering, Computer Science or related field. Master’s degree or PhD is a plus.
  • Experience in financial modelling – experience in credit risk, credit derivatives or structured finance a strong plus. Experience may be gained through employment or academic study.
  • Ability to comprehend, interpret and analyse legal documents on complex financial structures.
  • Proficient/expert in Excel and VBA, and other MS Office tools
  • Knowledge of SQL, C#.Net, VBA.Net or other programming/scripting languages is a plus
  • Understanding of model development including model design and implementation
  • Understanding of fixed income; knowledge of structured finance is a plus
  • Strong quantitative aptitude
  • Excellent written and verbal communication skills, able to communicate clearly and succinctly
  • High attention to detail with excellent organisational and analytical skills and ability to handle multiple projects at one time
  • Hard working, easy to work with, and a willingness to learn new technologies
  • Fluency in English is essential
Moody's is an essential component of the global capital markets, providing credit ratings, research, tools and analysis that contribute to transparent and integrated financial markets. Moody's Corporation (NYSE: MCO) is the parent company of Moody's Investors Service, which provides credit ratings and research covering debt instruments and securities, and Moody's Analytics, which offers leading-edge software, advisory services and research for credit and economic analysis and financial risk management. The Corporation, which reported revenue of $3.6 billion in 2016, employs approximately 10,700 people worldwide and maintains a presence in 36 countries. Further information is available at www.moodys.com.
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 or any other characteristic protected by law.
MIS and MSS Candidates are asked to disclose securities holdings pursuant to Moody’s Policy for Securities Trading. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.