Posted: 4 weeks ago | Viewed: 27 times

Quantitative Analyst

Moody's
careers.moodys.com/
Key skills required: MATLAB | C# | Routers | Visual C++

Description:

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.


Qualifications:

  • 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



Required Skills

MORE
MATLAB 0-1 year
NET
C# 0-1 year
ADMIN & NETWORK
Routers 0-1 year
C++
Visual C++ 0-1 year
Quantitative Analyst

Quantitative Analyst


About the assignment:
Location
Vilnius, Lithuania
Remotely
No
Rate (after tax)
€2300 - 3700/Month
Duration
Full time position
Expire On
2021-09-30
(2 days from now)

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