The Role / Responsibilities:
We are looking for a Quantitative Analyst to join our Model Verification Team.
· The duties of this Quantitative Analyst include:
· Verify and enhance the financial models underlying Moody’s credit policies and rating methodologies
· Implementing model testing procedures and developing analytical projects to confirm the ability of financial models to assess credit risk.
· Building financial model prototypes, implement validation procedures, and assist with the implementation of new control processes for rating models and scorecards.
· Support in research and validation projects.
· The position requires collaboration with rating analysts, model development team and research groups.
Analytic and Technology Solutions / Rating Model Group / Model Verification Team
· MS degree in Applied Mathematics, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred.
· 0-3 years of overall experience in credit risk modeling – experience in credit derivatives or structured finance a strong plus.
· Working knowledge of 2 of the following technologies: VBA, C++, C#, Matlab, R, Moody’s Structured Finance Workstation (SFW)
· Knowledge of SQL a plus.
· Experience in structured finance and cash flow modelling a strong plus
· Working knowledge of Moody’s Structured Finance Workstation (SFW) strongly preferred
· Hard working, easy to work with, and willingness to learn new technologies
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