JOE Listings (Job Openings for Economists)

February 1, 2021 - July 31, 2021

Moody's Corporation

This listing is inactive.
Senior Data Scientist/Risk Modeler

JOE ID Number: 2021-01_111466534
Date Posted: 02/09/2021
Date Inactive: 07/31/2021
Position Title/Short Description
Title: Senior Data Scientist/Risk Modeler
Section: Full-Time Nonacademic
Location: West Chester, Pennsylvania, UNITED STATES
JEL Classification: G0 -- General
Keywords:
Machine Learning
Data Science
Data Analytics
Risk Modelling
Finance
Full Text of JOE Listing:

We're looking for a senior risk modeler to join our Moody’s Analytics business analytics team. Our global team is directly involved in the development of a range of analytical solutions, including credit risk, interest rate risk, liquidity risk, ESG and climate risk. In this role you may participate in consulting projects with major banks and other institutions worldwide. Risk modelers contribute to diverse projects in every phase

Responsibilities
- Conduct ad-hoc data analysis and provide technical assistance for strategy and other client-facing teams.
- Explore large structured and unstructured datasets and provide analytical tools for new product development.
- Risk modeling using statistical and econometric techniques, including forecasting and simulation exercises
-Modeling expert for risk management, stress testing, behavioral modelling and model validation.
- Contribute to internal initiatives on ESG and climate change forecasting and simulation exercises, with emphasis on stress testing under alternative scenarios.
- Help clients navigate ESG data analysis and meet new disclosure requirements.

Qualifications
- Ph.D. or MS degree in Statistics, Economics, Data Science, Mathematics, Physics, Finance, or relevant field
-Advanced programming skills in R, Python, SAS
-Proven expertise in Machine Learning and/or econometric modeling techniques.
-Experience working with large datasets from multiple sources and vendors.

Application Requirements:
  • Letters of Reference
  • Job Market Paper
  • Cover Letter
  • CV
Application deadline: 07/31/2021