Financial Engineer - New York - 12144BR
The Role / Responsibilities:
We are looking for a financial engineer 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 some of the rating agency’s models and scorecards.
Key Responsibilities:
· Develop in-depth knowledge of our Moody’s credit rating models and scorecards
- Research mathematical and Technical techniques to evaluate performance of credit rating models and scorecards
- Assist with quantitative projects to create, update and improve credit rating models and scorecards (structured finance collateral and fundamental models)
· Work with managers to create documentation around credit rating models.
· Participate in professional training for analytical staff
· Build relationships with analytical staff and management
Qualifications:
Strong academic background, MSc or PhD in relevant areas like Financial Engineering, Mathematical Finance, Mathematics, Computer Science, Physics, Engineering
- Experience developing and documenting financial models – credit risk, credit derivatives or structured finance a strong plus.
- Understanding of model development including model design and implementation.
- Good development skills in two of the following technologies: C++, C# and other .NET languages, VBA, Matlab and Excel
- Understanding of fixed income; understanding of structured finance is a plus.
- Good oral and written communication skills, able to communicate clearly and succinctly
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