Risk Modeler Risk Modeler …

in Prague, Praha
Permanent, Full time
Last application, 23 Nov 20
in Prague, Praha
Permanent, Full time
Last application, 23 Nov 20
Risk Modeler
Job Description Economist
Moody's Analytics is seeking a Risk Modeler for our Prague office to work on large scale ratings, default and recovery modelsand related analytical tools. The successful applicant will work with aninternational team of economists, product strategists, financial engineers,software developers, and client support staff in a high intensity,collaborative environment.
The Content, Economic and StructuredAnalytics team, a division of Moody's Analytics, is a leading independentprovider of economic, financial, country, and industry research designed tomeet the diverse planning and information needs of businesses, governments,financial institutions, and professional investors worldwide.
Our research has many dimensions: countryanalysis; financial markets; industrial markets; and regional markets. Moody's Analyticsdata, analysis, research, and services are used in a variety of ways, includingstrategic planning; product and sales forecasting; risk and sensitivitymanagement; and as investment research.

• Leading model development andsupport of the suite of ratings, default and recovery models and related tools;
• Working with productstrategists to establish a roadmap for new enhancements to the suite;
• Working with financialengineers and software development teams to code model changes and roll out newfeatures;
• Producing model documentation,including model specification, estimation and validation reports;
• Preparing topical written reports and analytical pieces andpresenting them effectively to colleagues and clients; and

• Ensuring client satisfaction byproviding timely and high quality responses to queries.

  • Ph.D. in Economics, Finance, Statistics or Mathematics (or related subjects); or
  • Master's degree in Economics or Finance, and at least 3 years of relevant experience in a research department.
  • More experienced candidates will also be considered with remuneration and responsibilities adjusted accordingly.

Traits of the ideal candidate include:
  • Experienced quantitative modeller, ideally with credit modelling expertise.
  • Experience applying economic theory and econometric techniques to real-world problems.
  • Ability to communicate technical subject matter clearly and concisely.
  • Strong programming skills. Programming in R and Python is preferred and experience writing SQL queries and working with databases is also desirable.
  • Excellent writing, presentation, project management and interpersonal skills are required.
  • Client focused.
  • Team player.
  • Highly organised and efficient.
  • Excellent attention to detail.
  • Ability to work pro-actively and multi-task.
  • Ability to work to tight deadlines.
  • Ability to work using own initiative and without close supervision.
  • Well-developed professional skills including familiarity using Email, Word, Excel and PowerPoint.

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.

Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.

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