Senior Data Scientist/ Risk Modeler

Attendance

On-Site

Posted on

Application Deadline

Type

Researcher / analyst

Moody's (NYSE: MCO) is a global integrated risk assessment firm that empowers organizations to make better decisions. Our data, analytical solutions and insights help decision-makers identify opportunities and manage the risks of doing business with others. We believe that greater transparency, more informed decisions, and fair access to information open the door to shared progress. With over 11,000 employees in more than 40 countries, Moody's combines international presence with local expertise and over a century of experience in financial markets. Learn more at moodys.com.

Moody’s Analytics provides financial intelligence and analytical tools supporting our clients’ growth, efficiency and risk management objectives. The combination of our unparalleled expertise in risk, expansive information resources, and innovative application of technology, helps today’s business leaders confidently navigate an evolving marketplace.

Department

We are looking for a senior risk modeler to join our Moody’s Analytics business analytics team. 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. On this role you may also participate in consulting projects with major banks and other institutions worldwide. Being a part of truly global Moody’s Analytics team, risk modelers contribute to diverse projects in every phase, including data analysis, methodology design, model development and enhancement, documentation writing, results delivery and interpretation. We are looking for collaborative, highly motivated individuals with strong quantitative and communication skills, willing learn and develop in a very dynamic and multicultural environment.

Role/Responsibilities
 

  • Work in a cross-functional environment. Conduct ad-hoc data analysis and provide technical assistance for strategy and other client-facing teams.
  • Explore large structured and unstructured datasets for new product development.
  • Provide analytical tools supporting product development decisions.
  • Risk modeling using state-of-the-art statistical and econometric techniques, including forecasting and simulation exercises
  • Serve as a modeling expert for risk management, stress testing, behavioral modelling and model validation.
  • Contribute to internal initiatives on ESG and climate change forecasting and simulation exercises, with emphasis on stress testing under alternative scenarios.
  • Deliver presentations and workshops for various internal and external audiences

Qualifications

  • Strong academic background – A Masters or Ph.D. degree in Statistics, Economics, Data Science, Finance, or other relevant field is essential.
  • Proven expertise in Machine Learning and/or econometric/ML modeling techniques.
  • Experience working with large datasets from multiple sources and vendors.
  • Advanced programming skills in SQL, R & STATA.
  • Strong analytical and organizational skills
  • Demonstrated ability to communicate technical content clearly and concisely to non-technical audiences.
  • Must be an intrinsically motivated, responsible person who can work well with others, independently of daily supervision.
  • Excellent writing, presentation and interpersonal skills.
  • The successful candidate will also possess the following qualities:
    • Adaptable
    • Strong attention to detail
    • Effective time manager

Preferred

  • Industry experience in quantitative risk modeling and/or knowledge of banking regulations in the areas of risk measurement and monitoring, macroeconomic forecasting and stress-testing.
  • Experience in a client-facing position in financial services or consulting.
  • Experience in or knowledge of credit underwriting, portfolio management or credit & equity research
  • Experience with business strategies such as risk-based pricing, limit-setting, limit management, and collection.

More Information

Posted on

Application Deadline

Type

Researcher / analyst

121%20N%20Walnut%20St%20%23%20500%2C%20West%20Chester%2C%20United%20States

121 N Walnut St # 500

PA 19380 West Chester , United States