Director of Credit Analytics

hace 1 semana


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

Job Description

The director of credit analytics will be responsible for the development, implementation and validation of PD and LGD models using statistical and econometric techniques.

Responsibilities

  1. Develop and implement PD and LGD models using statistical and econometric techniques
  2. Conduct forecasting and simulation exercises with emphasis on stress testing under alternative scenarios
  3. Consult with major financial institutions and other industry players worldwide
  4. Write proposals, specifications, estimates and validations, final reports and documentation
  5. Meet with clients to discuss proposed and current projects; present at conferences; and provide general client service

Qualifications

  • Bachelor's or Master's degree in Finance, Statistics or Economics
  • Experience in quantitative risk modelling and/or loss forecasting is preferred
  • Strong analytical backgrounds and programming skills (e.g. Stata, SQL, R, Matlab, C++, Python)
  • Excellent writing, presentation, project management and interpersonal skills

About Us

Moody's is a global integrated risk assessment firm that empowers organizations to make better decisions.



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