Senior Quantitative Risk Modeler

hace 2 semanas


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

Overview

We are seeking a highly skilled Senior Credit Risk Modeler/Manager to join our team at Moody's. As a key member of our Banking group, you will play a critical role in helping lending institutions make informed decisions about their business, particularly in the areas of risk management and financial planning.

The ideal candidate will have a strong background in credit risk analytics and model development, with experience in designing and implementing risk management solutions. You will work closely with our clients to understand their needs and develop tailored solutions to address their complex business challenges.

Key Responsibilities

  • Design and develop credit risk models and risk management solutions for clients
  • Lead project streams and take ownership of deliverables associated with client engagements
  • Provide direction to Associates in developing models, documentation, and presentations
  • Develop and present pre-sales materials and client proposals
  • Travel onsite to client locations and other Moody's offices as needed

Requirements

  • 5-7 years of relevant experience in credit risk analytics and model development
  • Strong credit risk analytics and model development skills, with ability to coach/guide less experienced analysts
  • Experience with bank regulations and accounting standards, such as CCAR/DFAST, IFRS 9 / CECL, Basel II & III, model risk management
  • Strong organizational skills, attention to detail, and ability to manage multiple projects with tight deadlines
  • Strong communication (verbal/written and presentation) skills and experience leading teams and managing client relationships
  • Skills: SAS/SQL, MS Office (Excel, Access, PowerPoint), VBA, Python, R, Matlab
  • Certifications such as FRM, CFA, and CQF are a plus

About Moody's

Moody's is a leading provider of credit risk analytics and advisory services to the financial industry. We help lending institutions make informed decisions about their business, particularly in the areas of risk management and financial planning.



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