Assistance Director Research Finance
hace 6 días
Credit modeling, including the development, implementation, and validation of probability of default (PD) and loss-given default (LGD) models using statistical and econometric techniques.
- Forecasting and simulation exercises, with emphasis on stress testing under alternative scenarios; contract consulting work with major financial institutions and other industry players worldwide.
- Proposal writing, modeling specification, estimation and validation, final reports, and documentation writing;
- Meeting with clients to discuss proposed and current projects; making presentations at conferences; and general client service, including serving as the primary point of contact for credit modeling issues.
- BA or Master's degree in Finance, Statistics, or Economics.
- Proven experience in quantitative risk modeling and/or loss forecasting is preferred, and strong analytical backgrounds and programming skills (Ex: Stata, SQL, R, Matlab, C++, Python) will be considered.
- Excellent writing, presentation, project management, and interpersonal skills are required.
Predictive Analytics OU
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.
Moody's is a global integrated risk assessment firm that empowers organizations to make better decisions.
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