- Édimbourg, Ecosse, Royaume-Uni
- CDI, Plein-temps
Research Associate (Temp Maternity Cover)
Lieu de travail : Édimbourg, Ecosse, Royaume-UniThe Role / Responsibilities:
An opportunity to work at the forefront of research into Moody's Analytics' cutting edge scenario generation and financial economic modelling suite of solutions. Join a global team of leading research professionals from a diverse set of academic and professional backgrounds.
Our products and services are deeply embedded across the financial sector. A culture emphasising partnership with our clients and the value of innovation and thought leadership pervades our business objectives and the day to day work that we do. As a member of the research group you will be exposed to a broad range of challenges ranging from deeply technical model research to highly focussed client driven project work.
Responsibilities of this role will include
• Prototype & develop analytic and quantitative financial models. Review financial analytics requirements and collaborate with members of research and Product Management teams to develop testing plans, testing strategy and statistical benchmarks for testing
• Create test cases, execute tests, analyse testing results and provide summary reports to the project team
• Provide 3rd tier support on modelling questions to MA clients
• Write and review model and technical product documentation
• Contribute to research projects and development initiatives focused on improving our products.
• Where appropriate engage in detailed review and development activities of others work to ensure that the team meets its goals.
• Engaging with our Product Research, Client and Advisory Services teams, clients and the wider market to gather feedback and requirements for our products and services
The Department / Team:
This role is within the Research team in the Enterprise Risk Solutions (ERS) group of Moody's Analytics. The ERS group offers comprehensive solutions for assessing, measuring and managing financial risks at the enterprise level. The foundations of these solutions are comprehensive, market leading research and insight.
• A good first degree in a numerical discipline, for example: economics, finance or other highly quantitative subject. Ideally, a post-graduate (MSc or PhD) qualification in a numerical discipline,
• Knowledge or experience in the following areas:
- Time series data and analysis, financial mathematics and stochastic modelling.
- Ideally, experience of using economic scenarios or ESG software, asset management or life/general insurance, risk management modelling, strategic asset allocation.
• Experience in working in a collaborative project environment, with multi-disciplinary teams (e.g. quant, technology, business analysis, etc.)
Moody's is an essential component of the global capital markets, providing credit ratings, research, tools and analysis that contribute to transparent and integrated financial markets. Moody's Corporation (NYSE: MCO) is the parent company of Moody's Investors Service, which provides credit ratings and research covering debt instruments and securities, and Moody's Analytics, which offers leading-edge software, advisory services and research for credit and economic analysis and financial risk management. The Corporation, which reported revenue of $4.2 billion in 2017, employs approximately 11,900 people worldwide and maintains a presence in 41 countries. Further information is available at www.moodys.com.
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.