Economist-Credit Analytics - Toronto - 14275BR

Role/Responsibilities
Moody’s Analytics Consumer Credit Analytics division 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. You would be responsible for credit modeling, including the development, implementation, and validation of probability of default (PD) and loss given default (LGD) models using state-of-the-art statistical and econometric techniques. Emphasis is on retail credit but with some exposure to corporate and other forms of risk modeling in partnership with other divisions within Moody's. You would also be responsible for forecasting and simulation exercises, with an emphasis on stress testing and other regulatory exercises; contract consulting work with major financial institutions and other industry players worldwide. The successful applicant would be involved in proposal writing, modeling specification, estimation and validation, final reports and documentation writing; meeting with clients to discuss proposed and current projects; making presentations at conferences; and general client service, including serving as primary point of contact for credit modeling issues.
Credit Analytics
Qualifications:
The ideal candidate would have a BA or Master’s degree in Finance, Statistics or Economics.
Industry experience in quantitative risk modeling and/or loss forecasting is preferred though candidates with strong analytical backgrounds and programming skills (e.g. Stata, SQL, R, Matlab, C++, Python) will be considered.
Ability to communicate technical subject matter clearly and concisely to individuals from various backgrounds is an advantage.
Excellent writing, presentation, project management and interpersonal skills are required.
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 $4.2 billion in 2017, employs approximately 11,900 people worldwide and maintains a presence in 41 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, gender expression, gender identity or any other characteristic protected by law. Moody’s is committed to maintaining an inclusive, diverse and accessible workplace. To this end, reasonable accommodations are available on request, and will take into account the particular accommodation needs of individual candidates. If you are selected and require accommodation during any stage of the recruitment process, you may send your request to AODA@moodys.com. Information provided during the accommodation process will be treated as confidential, and will be shared only to the extent required to properly administer accommodation requests.
Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody’s Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.