VP-Senior Financial Engineer - New York - 20203BR

Moody's (NYSE: MCO) is a global integrated risk assessment firm that empowers organizations to make better decisions. Our data, analytical solutions and insights help decision-makers identify opportunities and manage the risks of doing business with others. We believe that greater transparency, more informed decisions, and fair access to information open the door to shared progress. With over 11,000 employees in more than 40 countries, Moody's combines international presence with local expertise and over a century of experience in financial markets. Learn more at 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.


CSS- Rating Model Group


Job Description

The Rating Model Group at Moody’s Investors Service is a team of professionals working on credit rating models, scorecards and other quantitative modelling for economic and financial research that feeds into general credit policies, rating methodologies, economic forecast and surveillance for the rating agency.
We are looking for a senior economist/financial engineer to join our team. The duties include:

  • Lead projects on enhancing and improving existing quantitative models and scorecards, as well as developing new models and scorecards utilized by Moody’s Credit Rating Analysts to assign fundamental ratings.

  • Conduct and work largely independent on economic and financial research projects: collecting and analysing data and writing original research and briefing notes.

  • Work with the Methodology Development Group, the approval groups and the rating teams to present how the models and scorecards were designed and work.

  • Supervise and mentor junior team members on model development and training materials.


Minimum Education and Experience Requirements:

  • A PhD degree or foreign equivalent in Economics, Econometrics, Statistics or Finance is a must plus at least 5+ years of experience working on economic and credit models.

Minimum Special Requirements:

  • Full term of experience must include the following: handling large datasets, time series and panel data econometrics, working knowledge of economic models; utilizing Matlab and one or more of the following programming/econometric languages: Stata, EViews, R, Python, C++, VBA.

  • Working experience in central banks, international financial institutions such as the IMF and World Bank, and private banks analysing credit would be a plus.

  • Strong communication skills

Moody’s is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, sex, gender, age, religion, national origin, citizen status, marital status, physical or mental disability, military or veteran status, sexual orientation, gender identity, gender expression, genetic information, or any other characteristic protected by law. Moody’s also provides reasonable accommodation to qualified individuals with disabilities in accordance with applicable laws. If you need to inquire about a reasonable accommodation, or need assistance with completing the application process, please email accommodations@moodys.com. This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications.

For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance. For New York City positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the New York City Fair Chance Act. For all other applicants, qualified applicants with criminal histories will be considered for employment consistent with the requirements of applicable law.

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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.