Researcher / analyst
Credit Analysis & Research - Financial Engineering
Regular - Experienced Hire
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.Enterprise Risk Solutions (ERS)Under the guidance of senior staff members, the successful candidate will gain first-hand experience in meeting the regulatory and business challenges faced by today’s financial institutions.Typical tasks include:
- Work closely with senior staff members, researchers and business analysts to assess clients’ business needs relative to the development, customization, and implementation of sophisticated risk management solutions. Representative projects include PD/LGD/EAD model design and implementation, CECL and IFRS9 impairment analysis, and Solvency II related modeling.
- Conduct the quantitative components of the projects. Work with empirical researchers and data analysts to turn sophisticated research findings into applicable solutions with a particularly focus on the implementation and deployment of software for the purpose of regulatory reporting and credit risk analysis.
- Interpret risk metrics, create presentations and reports on analytic findings, hold discussions with internal stakeholder and clients.
- Master or Ph. D degree in Mathematics, Statistics, Operational Research or Computer science or a closely related field;
- Strong quantitative and problem solving abilities;
- Strong programming skills including experience with object oriented programming languages. Knowledge of C++ is essential
- Knowledge of AWS S3 and Athena, Docker
- Strong communication (verbal and presentation) skills and experience collaborating on software implementation projects are essential.
- Knowledge of C# and Java, including JNI and Scala
- Knowledge and experience of Python including integration of multiple languages such as interfacing Python with C/C++;
- Familiarity with cloud computing
- Experience with statistical analysis and programming/prototyping tools such as Excel, Excel VBA and R
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 email@example.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. Click here to view our full EEO policy statement. Click here for more information on your EEO rights under the 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.