Senior Financial Engineer

Less than 5 years experience  • 

Salary depends on experience
Posted on 04/18/18
New York, NY
Less than 5 years experience
Salary depends on experience
Posted on 04/18/18

Key Responsibilities:

  • Apply statistical theory and methods to collect, organize, interpret and summarize data to support the development and implementation of fundamental and structured finance credit rating models and scorecards for Moody’s to be used in the credit ratings process.
  • Conduct econometric and statistical analysis to support selection of credit rating model, scorecard factors and key drivers of default and recovery.
  • Conduct research on credit rating model and scorecard development and calibration techniques.
  • Work with rating analysts, methodology development teams, the approval group and IT to design, develop, test, maintain and implement new and existing credit rating models and scorecards.
  • Build statistical models and prototypes and perform econometric modelling utilizing VBA, Matlab, C++, R, Stata or other statistical packages.
  • Analyze corporate balance sheets, prepare statistical reports and otherapplied data analysis to support selection of model and scorecard factors supported by data or economic theory.
  • Document credit rating models and scorecards and test implementation of models and scorecards.

Department / Team:

The successful candidate will join a growing Credit Strategy and Standards team that works to improve the quality and consistency of Methodologies, Credit Rating Models and Scorecards.

Qualifications:

  • Strong academic background, MSc or PhD in relevant areas like Statistics, Mathematics, Financial Engineering, Finance, Economics orrelated quantitative field and 3-5 years of work experience.
  • Experienceapplying econometric analysis, building Internal Rating models, credit models or related occupation involvingdevelopment and maintenance of modelling tools for credit ratings process.
  • Developing, testing, implementing and documenting credit rating models and/or scorecards;
  • Conducting analysis and research on scorecard and model development techniques;
  • Ability to work effectively and contribute within a diverse team, managing own workflow and priorities to meet deadlines;
  • Proficiency with statistical and programming packages (e.g. C++, C#, MATLAB, Stata, R, VBA) and experience with database programs (e.g. SQL);
  • Excellent oral and written communications skills. Ability to present technical material clearly and concisely tailored to stakeholders with different technical background
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