• Competitive
  • Paris, Ile-de-France, France
  • Permanent, Full time
  • Moody's
  • 2019-04-24

Senior Financial Engineer

Location: Paris, Ile-de-France, France

The Role / Responsibilities:
We are looking for a seasoned financial engineer to join our modelling team, which is responsible of all the models and scorecards used in the rating process. We are flexible between AVP level and Senior Financial Engineer - depending on experience.

This is a good opportunity to join a growing team where you will be expected to participate in the development of credit rating models and scorecards and assist with documentation, oversight and maintenance of some of the rating agency's models and scorecards.

Key Responsibilities:
  • Develop in-depth knowledge of our Rating Agency models and scorecard
  • Research econometric, statistical and mathematical techniques to evaluate performance of credit rating models and scorecards
  • Lead and assist with quantitative projects to develop, maintain and improve credit rating models and scorecards (structured finance collateral and fundamental models)
  • Create documentation around credit rating models. Act as a key point of contact to rating teams and the methodology framework and review groups to ensure consistency of rating models and scorecards across sectors, provide technical support and guidance as appropriate
  • Present to the relevant forum the details of the proposed modelling framework
  • Build and maintain relationships with analytical staff and management
  • Coach and develop other members of the team
  • Lead or supervise projects to improve the quality of, and governance around, our models
  • Publish research and participate in professional training for analytical staff

  • Strong academic background, MSc or PhD in relevant areas like Statistics, Econometrics, Financial Engineering, Mathematical Finance or Mathematics, Physics, Engineering.
  • Experience in credit models and analysing data. A good understanding of econometrics and applied statistics is a strong plus.
  • Understanding of model development including model design and implementation.
  • Good development skills in Matlab. Experience using C++ and or VBA a plus.
  • Good Excel knowledge
  • Extensive experience managing the interaction with key stakeholders, communicating complex model issues to senior management and approval groups
  • Understanding of fixed income; understating of structured finance is a plus.
  • Strong quantitative aptitude
  • Excellent oral and written communication skills, able to communicate clearly and succinctly
  • Highly organised and efficient, with ability to multi-task and manage multiple projects at one time
  • Fluency in English is essential

Preferred MSc

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.