VP-Business Analysis (Quantitative)

Moody's Investors Service; England; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading financial services firm is seeking a Vice President-Business Analysis for its Model and Methodology Development Group. The successful applicant will manage team members, develop financial models, and ensure the comprehensiveness of model documentation. This role requires deep technical expertise in finance and exceptional communication skills, with an opportunity to impact the company's future methodologies and tools.

Qualifications

• 10+ years of working experience in related field.
• Strong understanding of fixed income and structured finance.
• Experience with financial models and credit risk.

Responsibilities

• Manage junior staff and oversee Credit Rating Models development.
• Draft requirements and create user documentation.
• Coordinate training for analytical teams.

Skills

Organisational skills

Communication skills

Leadership

Analytical skills

Quantitative skills

Coding in VBA

Education

MSc or PhD in Economics

MSc or PhD in Finance

MSc or PhD in Statistics

MSc or PhD in Financial Engineering

MSc or PhD in Mathematical Finance

MSc or PhD in Mathematics

Tools

Excel

VBA

Job description

At Moody's, we unite the brightest minds to turn today’s risks into tomorrow’s opportunities. We do this by striving to create an inclusive environment where everyone feels welcome to be who they are—with the freedom to exchange ideas, think innovatively, and listen to each other and customers in meaningful ways.

If you are excited about this opportunity but do not meet every single requirement, please apply! You still may be a great fit for this role or other open roles. We are seeking candidates who model our values: invest in every relationship, lead with curiosity, champion diverse perspectives, turn inputs into actions, and uphold trust through integrity.

Skills and Competencies

• Highly organised and efficient, with ability to multi-task and manage multiple projects
• Strong oral and written communication skills, able to communicate clearly and succinctly
• Experience working with and leading self-directed teams
• Understanding of fixed income; understanding of structured finance is a plus
• Experience developing and/or documenting financial models and/or scorecards – credit risk, credit derivatives or structured finance a strong plus
• Understanding of model development including model design and implementation
• Strong analytical and quantitative skills, with a proven ability to analyze complex data and processes
• Good coding and development skills in VBA and Excel a plus
• Experience with mentoring or managing team members is a plus

Education

• MSc or PhD in relevant areas such as Economics, Finance, Statistics, Financial Engineering, Mathematical Finance, Mathematics
• 10+ years of working experience in related field

Responsibilities

The Model and Methodology Development Group at Moody's Ratings (MR) is a group of professionals who oversee the development and publication of all methodologies, models, scorecards, and tools for the rating agency. We are looking for a Vice President-Business Analysis in the Business Analyst Team to shape the future of Moody’s methodologies, models, scorecards and tools.

This is a good opportunity for a seasoned rating analyst with interest in model development to join a growing team where you will be expected to work on documentation, training, oversight and maintenance of the rating agency’s Credit Rating Models and Credit Rating Scorecard. You will also be expected to help draft requirements for the end-to-end model and scorecard development process and respond to requests from the Methodology Review Group and external regulators.

• Manage junior staff within the Business Analyst team
• Develop in-depth knowledge of our Moody's Credit Rating Models and Credit Rating Scorecards
• Assist model coordinators drafting requirements for the end-to-end process for new model and scorecard developments
• Create user guides and provide user training on new and existing Credit Rating Models and Credit Rating Scorecards
• Draft and review Model Specification Documents to ensure completeness and consistency
• Prepare and co-ordinate responses to model and scorecard related requests from external and internal parties, e.g., model support, regulatory requests
• Lead efforts and co-ordination around submissions of software updates for approval with the Methodology Review Group and co-ordinate with Risk Process Oversight for documentation of model errors
• Lead efforts on professional training of models and scorecards for rating teams and other analytical teams. You will also be expected to help rating teams to understand model and scorecard results as needed

About the team

The Model and Methodology Development Group (MMDG) at Moody’s is responsible for developing and publishing all new methodologies and revisions to existing methodologies, as well as the related models, scorecards, and analytical tools used in Moody’s Ratings.

The Business Analyst Team is responsible for owning the business logic and writing the relevant specification documents of the credit rating models, trainings, user guides and getting the appropriate approvals for release.

This role can be based in London, Vilnius, Frankfurt or Paris.

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.