Moody's Analytics

Position Title/Short Description

Full Text of JOE Listing:

Moody’s Analytics is a leading independent provider of economic, financial, and industry research designed to meet the diverse planning and information needs of businesses, governments, and professional investors worldwide. You would be responsible for credit modeling, including the development, implementation, and validation of probability of default and loss given default models. Emphasis is on retail credit but with some exposure to corporate and other forms of risk modeling. You would also be responsible for forecasting and simulation exercises, with emphasis on stress testing under alternative scenarios; and contract consulting work with financial institutions. The successful applicant will also write proposals; meet with clients; present at conferences; and serve as primary point of contact for credit modeling issues.

The ideal candidate would have a Master’s degree with experience, or Ph.D. in Finance, Statistics, Mathematics, Economics or other related field. Excellent writing, presentation, project management and interpersonal skills are required. Industry experience in quantitative risk modeling and/or loss forecasting is preferred though candidates with strong analytical backgrounds and programming skills will be considered. The ability to communicate technical subject matter clearly to a diverse audience is a plus.