Quantitative Analyst

Moody’s empowers people to make better decisions and achieve brighter futures. This is what motivates us to bring out the best in our products and our people. Join us. Forward Together.

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

Role / Responsibilities

We are looking for a quantitative analyst to join our modelling team, which is responsible for all the models and scorecards used in the rating process. This is a good opportunity to join a growing team where you will be expected to participate in the development of credit rating models and scorecards and assist with documentation, oversight and maintenance of some of the rating agency models and scorecards.

• Key Responsibilities
• Develop in-depth knowledge of our Rating Agency models and scorecard
• Assisting with ad-hoc quantitative projects to update and improve the rating process (structured finance simulations, macroeconomic projects, etc.).
• Work with managers to create documentation around credit rating models.
• Participate in professional training for the analytical staff
• Build relationships with analytical staff and management; Act as a key point of contact to provide guidance to rating teams to ensure consistency with rating models and scorecards when appropriate
• Research mathematical and Technical techniques to evaluate performance of credit rating models and scorecards
• Qualifications
• Strong academic background, MSc or PhD in relevant areas like Mathematics, Computer Science, Physics, Financial Engineering, Mathematical Finance, Engineering.
• Understanding of model development including model design and implementation.
• Good development skills in two of the following technologies : C# or other.NET languages, C++, VBA, and Matlab
• Advanced Excel knowledge
• Experience in financial modeling - experience in credit risk, credit derivatives or structured finance a strong plus.
• Understanding of fixed income; understating of structured finance is a plus.
• Good verbal and written communication skills, able to communicate clearly and succinctly
• Highly organized and efficient, with ability to multi-task and manage multiple projects

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.