- Édimbourg, Ecosse, Royaume-Uni
- CDI, Plein-temps
Associate Director - Modelling and Calibration Services
Lieu de travail : Édimbourg, Ecosse, Royaume-UniThe Associate Director (Modelling and Calibration Services) will play a leading role in the management and delivery of services associated with the Moody's Analytics Economic Scenario Generator (ESG), a market-leading stochastic modelling solution widely used in the life/general insurance, asset management and wealth/pensions industries. The role involves taking on a diverse range of responsibilities and will require a good understanding of stochastic models, their calibration and their use in various risk management activities/applications. It involves leading a team responsible for the delivery of a number of high-profile ESG calibration services, a variety of client-facing activities and internal project work focusing on the development, delivery and research associated with our modelling solutions. In particular these responsibilities will include:
- Responsible for the delivery of the quantitative content of various standard and customised ESG calibration services with a primary focus on real-world stochastic modelling solutions.
- Leading a team of analysts within the Modelling and Calibration Services team.
- Involvement in client-facing activities such as: the delivery of on-site standard and bespoke technical training courses; the support of clients and prospective clients during product/service trials; technical client support; working with our Sales team as a technical expert to support the sale of ESG-related products and services.
- Collaborating with our Advisory Services, Research, Product Management and Operations teams on internal projects associated with our ESG-related services such as the development of new model calibration methodologies, working on high-profile bespoke advisory projects and contributing to the design of the process/infrastructure used for the rapid and robust delivery of our calibration services.
- Undergraduate degree in highly quantitative subject (e.g. mathematics, physics, actuarial science).
- Understanding of financial mathematics e.g. derivative pricing, interest-rate modelling, econometrics, stochastic processes, Monte-Carlo simulation etc.
- Working toward or completed actuarial/CFA/FRM or related qualifications advantageous.
- Experience in a financial institution (e.g. within an insurance company) is advantageous.
- Team/Project management experience advantageous.
- Excellent interpersonal skills, including the ability to communicate with teams from different backgrounds and at all levels.
- Experience of Excel/VBA or other mathematical programming language/applications is advantageous.
- Efficient approach to problem solving.
- Can be relied upon to hit deadlines while maintaining high standards.
- Willingness to innovate and discuss ideas.
- Open to using new methodologies.
- Dedicated to our customers.
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.