Assistance Director Research Finance

hace 2 semanas


San Francisco, Heredia, Costa Rica Moody'S Investors Service A tiempo completo

Imagine what we can INSPIRE with you

Moody's empowers people to make better decisions and achieve brighter futures.
This is what motivates us to bring out the best in our products and our people.
Join us.
Forward Together.
Moody's is a global integrated risk assessment firm that empowers organizations to make better decisions.
Department

Predictive Analytics OU

Role/Responsibilities

Our team is directly involved in the development of a wide range of analytical solutions, including credit risk, interest rate risk, liquidity risk, ESG, and climate risk.
In this role, you may also participate in consulting projects with major banks and other institutions worldwide.
Being a part of a truly global Moody's Analytics team, you will contribute to diverse projects in every phase, including data analysis, methodology design, model development and improvement, documentation writing, result-in delivery, and interpretation.
Do you consider yourself a collaborative, highly motivated individual with strong quantitative and communication skills?
Come and talk to us
Our team wants to hear from you
You will have the possibility to learn and develop in a very dynamic and multicultural environment.
**Responsibilities**:

- 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.
- Conduct sophisticated theoretical and empirical research on measurements of credit risk including modeling specification, estimation and validation.
- Present/document research findings to technical and non-technical audiences internally and externally.
- Meeting with clients to discuss products; making presentations at conferences; and general client service, including serving as the primary point of contact for credit modeling issues.
**Qualifications**:

- Bachelor's (with two years of work experience) 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.
- Experience with AWS, GitHub, Spark, is helpful.
- Excellent writing, presentation, project management, and interpersonal skills are required.
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.


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