Key skills required: MATLAB | C# | Routers | Visual C++
We are looking for a Quantitative Analyst to join our Model Verification Team.
The duties of this Quantitative Analyst include:
- Verify and enhance the financial models underlying Moody’s credit policies and rating methodologies
- Implementing model testing procedures and developing analytical projects to confirm the ability of financial models to assess credit risk.
- Building financial model prototypes, implement validation procedures, and assist with the implementation of new control processes for rating models and scorecards.
- Support in research and validation projects.
- The position requires collaboration with rating analysts, model development team and research groups.
- MS degree in Applied Mathematics, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred.
- 0-3 years of overall experience in credit risk modelling
- Working knowledge of 2 of the following technologies: VBA, C++, C#, Matlab, R
- Experience in structured finance and cash flow modelling a strong plus
- Working knowledge of Moody’s Structured Finance Workstation (SFW) strongly preferred
- Hard-working, easy to work with, and willingness to learn new technologies
MATLAB 0-1 year
C# 0-1 year
ADMIN & NETWORK
Routers 0-1 year
Visual C++ 0-1 year