- London, England, United Kingdom
- Permanent, Full time
Associate Financial Engineer
Location: London, England, United Kingdom
- Analyze complex financial fixed-income instruments (ABS/MBS/CLO) for stress testing and regulatory submissions
- Reverse Engineer Structure Finance transactions in our Moody's proprietary cash flow engines
- Assist senior members of the team in supporting and training clients on software applications and the safe delivery/implementation of a suite of fixed income products.
- Help to develop detailed customer installation and/or system integration plans for a wide variety of financial institutions using our analytic software and data solutions.
- Aid in the implementation, customization and use of analytic solutions for risk analysis and regulatory submissions
- Some travel is required.
The Structured Analytics & Valuations division of Moody's Analytics creates award winning software, comprehensive datasets and transparent models for the securitization market. Our platform is widely recognized for its unique abilities to support detailed analysis of the most sophisticated structured debt products. Our clients vary from regional banks to Tier I investment banks to hedge funds who structure, manage, and invest in the structured finance market. Our data content reflects past performance of transactions as well as models of the structural rules (waterfalls) governing them. Our analytic models allow customers to analyse the performance of these securities for pricing, trading, and risk management purposes. Our teams in South San Francisco, New York, London, and Tokyo support over 100 clients globally.
- Undergraduate/first-level degree (e.g., Bachelor's) or graduate/second-level degree (e.g. MBA, Master's) with an emphasis in financial engineering, computer science, engineering, math, finance, economics, or a related quantitative field preferred.
- Solid quantitative skills and analytical problem solving ability required.
- Excellent communication and organizational skills with the confidence to interact with top financial professionals.
- Demonstrated initiative, enthusiasm and ability to learn quickly and excel as part of a dynamic team.
- Attention to detail and ability to work and learn independently.
- Proficient in writing macros using Microsoft Excel VBA
- Working knowledge of Microsoft SQL Server or another relational database is required
- Experience in C/C++, C#, Python or other programming languages is preferred
- Working knowledge of financial concepts and exposure to structured finance.
- Accounting knowledge is a plus
Moody's is an essential component of the global capital markets, providing credit ratings, research, tools and analysis that contribute to transparent and integrated financial markets. Moody's Corporation (NYSE: MCO) is the parent company of Moody's Investors Service, which provides credit ratings and research covering debt instruments and securities, and Moody's Analytics, which offers leading-edge software, advisory services and research for credit and economic analysis and financial risk management. The Corporation, which reported revenue of $4.2 billion in 2017, employs approximately 11,900 people worldwide and maintains a presence in 41 countries. Further information is available at www.moodys.com.
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 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.