JOE - September 2013

Moody's Analytics
Director-Credit Analytics
Position Title/Short Description
Title: Director-Credit Analytics
Section: 5 -- Full-Time Nonacademic
Location: West Chester, PA, USA
JEL Classifications:
C -- Mathematical and Quantitative Methods
C1 -- Econometric and Statistical Methods and Methodology: General
C5 -- Econometric Modeling
C6 -- Mathematical Methods and Programming
G -- Financial Economics
Keywords: Senior Economist - Credit Analytics

JOE ID Number: 201309_398944

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Full Text of JOE Listing:
Moody’s Analytics located in West Chester, PA is a leading independent provider of economic, financial, country, and industry research designed to meet the diverse planning and information needs of businesses, governments, and professional investors worldwide. You would be responsible for leading a small team engaged in credit modeling, including the development, implementation, and validation of probability of default (PD) and loss given default (LGD) models using state-of-the-art statistical and econometric techniques. Emphasis is on retail credit but with some exposure to corporate and other forms of risk modeling in partnership with sister companies within Moody's. You would also be responsible for forecasting and simulation exercises, with emphasis on stress testing under alternative scenarios; contract consulting work with major industry players worldwide, which would involve proposal writing, modeling specification, estimation and validation, final reports and documentation writing; meeting with clients to discuss proposed and current projects; making presentations at conferences; and general client service, including serving as primary point of contact for credit modeling issues.

Candidates should have Ph.D. in Finance, Statistics, Mathematics, Economics or closely related field. Industry experience in quantitative risk modeling is strongly preferred. Demonstrated knowledge of stress testing, ability to communicate technical subject matter clearly and concisely to individuals from various backgrounds, and excellent writing, presentation and interpersonal skills are required.

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