Role: ( JOB SUMMARY) This role will focus on developing and improving our stochastic, financial and economic models, calibration & econometric methods and other quantitative risk management techniques to ensure our products and services meet our customers growing demands. The role will involve managing and helping to deliver a range of high quality implementation & research projects to ensure our products and services meet our customers' demands. The role will involve working with other product and development teams, providing technical leadership and direction. The role will involve managing others and leading project teams, and leading client meetings/engagements.
Provide technical leadership when planning & managing product and service roadmaps and other long terms goals.
Plan and manage a range of implementation & research projects, ensuring scope and deliverables are appropriate, quality of work is high and deadlines are met.
Conduct research on stochastic, financial and economic models across a range of asset classes including fixed income, inflation and interest rates, equities, FX, credit, real estate and other macro-economic factors.
Statistical and econometric analysis of historical financial and economic time series, developing assumptions for use with our models.
Research and implement calibration methods for our models, and implement our models/product solutions in risk management and asset liability management applications. Direct/manage the work of other analysts in implementation & research projects.
Provide technical support to business and our clients.
Work in small to medium sized project & scrum teams providing technical leadership.
Collaborate with other team members drawn from Product Management, Development, Production Operations, Sales & Client Support.
Present research findings to technical and non-technical audiences internally and externally, when necessary leading client meetings/engagements.
This role is part of our Enterprise Risk Solutions Research and Modelling Team.
Higher Degree (Masters, PhD) or equivalent in finance, economics, physics, engineering, statistics or other highly quantitative field.
Strong coding skills, in Excel/VBA, Matlab/R. Ideally with C#/.NET.
Strong knowledge of the following: option pricing theory, stochastic calculus, Monte Carlo methods and/or financial economics. A strong track record and proven expertise in at least one of these areas.
Knowledge of statistical analysis of financial & econometric time-series and familiarity with financial/economic datasources/databases.
Experience of financial research (industry or academic), econometric modeling, and financial modelling.
Moody's is an essential component of the global capital markets, providing credit ratings, research, tools and analysis that contribute to transparent and integrated financial markets. Moody's Corporation (NYSE: MCO) is the parent company of Moody's Investors Service, which provides credit ratings and research covering debt instruments and securities, and Moody's Analytics, which offers leading-edge software, advisory services and research for credit and economic analysis and financial risk management. The Corporation, which reported revenue of $4.2 billion in 2017, employs approximately 11,900 people worldwide and maintains a presence in 41 countries. Further information is available at www.moodys.com.
Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, sex, gender, age, religion, national origin, citizen status, marital status, physical or mental disability, military or veteran status, sexual orientation, gender identity, gender expression, genetic information, or any other characteristic protected by law. Moody's also provides reasonable accommodation to qualified individuals with disabilities in accordance with applicable laws. If you need to inquire about a reasonable accommodation, or need assistance with completing the application process, please email email@example.com.. This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications.
For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance. For New York City positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the New York City Fair Chance Act. For all other applicants, qualified applicants with criminal histories will be considered for employment consistent with the requirements of applicable law.
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Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.