Analytics & Modeling Analyst

Job Description

* 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 Roles and responsibilities * Verify and enhance the financial models underlying Moody s rating methodologies * Build complex cash flow models using Moody s proprietary 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, , 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: * Graduate/Post-Graduate degree in Applied Mathematics, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred. * 0-3 years of overall experience in credit risk modeling