The Role / Responsibilities:
We are looking for an Associate 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 participate in the development of credit rating models and scorecards and assist with documentation, oversight and maintenance of some of the rating agency’s models and scorecards.
· Develop in-depth knowledge of our Moody’s credit rating models and scorecards
- Apply statistical methods to collect, organize, interpret and summarize data to support the development and implementation of fundamental credit rating scorecards
- Use statistical and econometric techniques to study default and recovery drivers to support the selection and calibration of credit rating models and scorecards
- Create and maintain credit rating models and scorecards
· Work with managers to create documentation around credit rating models
· Participate in professional training for analytical staff
· Build relationships with analytical staff, management and key stakeholders such as the Methodology Development Group, the Methodology Review Group and the different Lines of Business.
The successful candidate will join a growing Credit Strategy and Standards team that works to improve the quality and consistency of Methodologies, Credit Rating Models and Scorecards.
- Strong academic background, MsC or PhD in relevant areas like Finance, Economics, Mathematics, Statistics
- 3 years of working experience in credit rating or related field
- Understanding of model development including model design and implementation
- Good programing skills in languages such as: VBA, Matlab, R, Stata. The candidate must have a good understanding of excel
- Ability to work effectively and contribute within a diverse team, managing own workflow and priorities to meet deadlines
- Good oral and written communication skills, able to communicate clearly and succinctly
- Highly organised and efficient, with ability to multi-task and manage multiple projects
For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance. For New York City positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the New York City Fair Chance Act. For all other applicants, qualified applicants with criminal histories will be considered for employment consistent with the requirements of applicable law.
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