JOE Listings (Job Openings for Economists)

February 1, 2015 - July 31, 2015

Moody's Corporation

This listing is inactive.
Moody's Investors Service
Credit Policy
Vice President - Financial Engineer

JOE ID Number: 2015-01_111452746
Date Posted: 03/20/2015
Date Inactive: 07/31/2015
Position Title/Short Description
Title: Vice President - Financial Engineer
Section: Full-Time Nonacademic
Location: New York, New York, UNITED STATES
JEL Classification: 00 -- Default: Any Field
Credit Policy
Credit Derivatives
Structured Finance
Full Text of JOE Listing:

We are looking for a seasoned financial engineer to join our model management and verification team.

The duties of this financial engineer include:

*Ensuring that specifications and other technical documents for credit rating models and scorecards appropriately reflect the applicable methodology requirements.

*Performing back tests of rating methodologies and developing analytical projects to confirm the ability of financial models to assess credit risk.

*Building financial model prototypes, implement validation procedures, and assist with the implementation of new control processes for rating models and scorecards.

*Publishing research and participating in professional training for the analytical staff.

*Supervising research and validation projects.

The position requires collaboration with rating analysts, model managers, research groups, and development groups.

*PhD in Applied Mathematics, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business.

*6+ years of overall experience in credit risk modeling – experience in credit derivatives or structured finance a strong plus.

*Working knowledge of 2 of the following technologies: VBA, C++, C#, Matlab, R.

*Knowledge of SQL a plus.

*Hard working, easy to work with, and willingness to learn new technologies.

Application Requirements:
  • Application Instructions Below
Application deadline: 07/31/2015
Application Instructions:
Please apply via the Moody's Career Site by posting one of the links below into your browser:

Job Description Link 1:

Job Description Link 2: