Quantitative Analyst Quantitative Analyst …

Moody's
à Vilnius, Vilniaus Apskritis, Lituanie
CDI, Plein-temps
Soyez parmi les premiers à postuler
Competitive
Moody's
à Vilnius, Vilniaus Apskritis, Lituanie
CDI, Plein-temps
Soyez parmi les premiers à postuler
Competitive
Moody's
Quantitative Analyst
Job 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.
  • Typically a Moody's employee working at this level would have between 2 and 3 years of experience in credit risk modeling
  • 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


Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law.

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.

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