CSS- Rating Model Group
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
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