Financial Engineer - New York - 23722BR

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.

Department

CSS

Job Description

We have an opportunity for a Financial Engineer to join our Rating Model Group. The duties of this
Financial Engineer include:
  • Verify and enhance the financial models underlying Moody’s credit policies and rating methodologies
  • Build complex cash flow models using Moody’s fixed income software for verification purpose
  • 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.

Qualifications

  • MS degree in Applied Mathematics, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred.
  • Working knowledge of 2 of the following technologies: VBA, C++, C#, Matlab, R, Python
  • Experience in structured finance and cash flow modelling a strong plus
  • Working knowledge of Moody’s Structured Finance Workstation (SFW) strongly preferred
  • Hard working, prudent, easy to work with, and willingness to learn new technologies
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.

This position may be considered a promotional opportunity, pursuant to the Colorado Equal Pay for Equal Work Act.

Click here to view our full EEO policy statement. Click here for more information on your EEO rights under the law. Click here to view our Pay Transparency Nondiscrimination statement.
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.