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 Analytics provides financial intelligence and analytical tools supporting our clients’ growth, efficiency and risk management objectives. The combination of our unparalleled expertise in risk, expansive information resources, and innovative application of technology, helps today’s business leaders confidently navigate an evolving marketplace.
DepartmentEnterprise Risk Solutions - Risk and Finance Analytics
Roles & Responsibilities:
? Work on projects related with risk modeling and quantification
? Access, collate & prepare client internal or public data for model development and validation
? Independently contribute in the development of behavioral models like prepayments, runoff, commitments for retail/ commercial banking products
? Independently develop endogenous and exogenous regression models; link macro variables to risk models for stress testing; scenario design for interest rate risk & liquidity risk on the banking book
? Provide a subject matter expertise on statistical/ econometric model development and validations
? Participate in brain storming sessions and propose hypothesis, approaches and techniques
? Perform ad-hoc quantitative modeling assignments
? Make presentations to both internal & external stakeholders
? Master’s degree in quants, statistics, econometrics would be preferred
? Engineering graduates from premier institutions like IIT/ ISI/ NIT with relevant work experience are also encouraged to apply
? Mandatory: 4-6 years of work experience in statistics/ econometric modelling in banks or equivalent experience in risk advisory roles in any consulting firms
? Mandatory: R / Python / SAS, Advanced Excel
? Mandatory: Strong problem solving and technical skills
? Desirable: Strong knowledge of banking book products
? Desirable: Knowledge of regulatory requirements specific to Banking book
? Desirable: Strong verbal and written communication skills
? Desirable: Certifications such as CQF,FRM,PRM,CFA
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.