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 $4.4 billion in 2018, employs approximately 13,100 people worldwide and maintains a presence in 42 countries. Further information is available at www.moodys.com.
Moody’s Investors Service is among the world’s most respected and widely utilized sources for credit ratings and research. Our opinions and analysis on a broad range of credit obligors and obligations are valued around the world for their insight and rigor. At MIS, our workplace culture supports our mission to be the Agency of Choice for our customers, employees and future employees. Our Culture focuses on Excellence and embodies behavioral qualities such as Integrity, Responsiveness, Collaboration, Respect and Passion. Our people are our core asset and we look beyond outcomes to ensure that behaviors and interactions matter.
DepartmentCredit Strategy & Standards
Job DescriptionWe 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.
- MS degree in Applied Mathematics, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred.
- Typically a Moody’s employee working at this level would have between 2 and 3 years of experience in credit risk modeling
- Working knowledge of 2 of the following technologies: VBA, C++, C#, Matlab, R
- Experience in structured finance and cash flow modelling a strong plus
- Working knowledge of Moody’s Structured Finance Workstation (SFW) strongly preferred
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.
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.