AVP – Senior Software Engineer AVP – Senior Software Engineer …

Moody's
in Vilnius, Vilniaus, Lithuania
Permanent, Full time
Be the first to apply
Competitive
Moody's
in Vilnius, Vilniaus, Lithuania
Permanent, Full time
Be the first to apply
Competitive
Moody's
AVP – Senior Software Engineer
Job Description This is an opportunity for an individual with a strong software development background to join Moody's CSS group, to develop and maintain sophisticated credit risk models in C# .NET.

The successful candidate will have a demonstrable track record of interacting directly with stakeholders, taking the initiative on complex issues, bringing tasks to a resolution quickly, and mentoring other members of the team.
While the primary focus will be C#.NET, there will be the need to work with VB.NET, Excel, VBA and SQL as required. Some mathematical and financial knowledge is required, so that the mechanics of the analytical methodologies can be understood. Experience with foundational software development tools and processes is also required: source control, issue tracking, unit testing, continuous integration, etc

This is an excellent opportunity to work directly with thought leaders in credit risk and gain global exposure to a variety of asset classes with a strong focus on structured finance.
This role will suit a highly motivated problem solver with excellent communication skills and a proven ability to use their own initiative and work without close supervision.
Key responsibilities
  • Working directly with financial enginners and other stakeholders in under to understand their modelling requirements
  • Design, develop and maintain quantitative models using C#.NET, SQL, VBA and VB.NET
  • Use and enforce in more junior team members foundational software development tools and processes
  • Coach and develop junior members of the team
  • Build and maintain relationships with analytical staff and management


Qualifications
  • BSc (or equivalent) in Computer Science, Engineering, Physics, Mathematics, Financial Engineering or a related field. MSc or PhD is advantageous.
  • Excellent C#. NET, Excel, VBA and SQL skills
  • Experience with foundational software development tools and processes (i.e. source control, issue tracking, unit testing, continuous integration).
  • Proven experience working without close supervision
  • Strong interpersonal and presentation skills
  • Strong written and verbal communication skills
  • Fluency in English a must.
  • Detail oriented and highly organised
  • Rigorous and analytical thought process
  • Experienced in working to tight deadlines
  • Experience in Financial Services is advantageous
  • Monte Carlo analysis and structured finance modelling are advantageous


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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