Director of Credit Analytics
hace 1 semana
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
- Develop and implement PD and LGD models using statistical and econometric techniques
- Conduct forecasting and simulation exercises with emphasis on stress testing under alternative scenarios
- Consult with major financial institutions and other industry players worldwide
- Write proposals, specifications, estimates and validations, final reports and documentation
- 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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