Moody's Analytics

Position Title/Short Description

Full Text of JOE Listing:

We will be conducting interviews at the AFA/ASSA meetings in San Francisco, CA from January 3-5, 2016

Moody’s Analytics offers unique tools and best practices for measuring and managing risk through expertise and experience in credit analysis, economic research and financial risk management. Moody's Analytics is a subsidiary of Moody's Corporation (NYSE: MCO), which reported revenue of $3.0 billion in 2013, employs approximately 8,400 people worldwide and maintains a presence in 31 countries. Further information is available at www.moodysanalytics.com.

We construct quantitative models that estimate default, prepayment and recovery for retail loans such as residential mortgages, auto loans and credit cards.

Locations: New York Moody’s Corporation locations.

Specific responsibilities include:
• Conducting sophisticated theoretical and empirical research on measurements of credit risk, prepayment risk and recovery of consumer loans;
• Assisting our marketing and client service teams and clients on the education and implementation of risk management technology;
• Present research findings to technical and non-technical audiences internally and externally.

Qualifications:
• Ph.D., in Finance or Economics;
• Experience with econometric analysis and programming tools such as SQL and STATA;
• Excellent written and oral communication skills.

Interested applicants should submit the following:

1. Curriculum vitae and cover letter
2. Copy of dissertation proposal or a completed dissertation and copies of relevant research papers
3. Reference letters if you have them

** Please email the requested items to Moody's at Human.Resources@moodys.com
**Must indicate in the subject line "Research Associate for SAV” to be considered for the opportunity.

Deadline: November 18, 2015

We are an equal opportunity employer M/F/D/V. Moody's takes pride in maintaining a balanced and diverse workforce and actively seeks out people who enrich our talent pool.