• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Moody's
  • 2018-05-22

Financial Engineer

Location: New York, NY, USA

The Role / Responsibilities:
We are looking for a financial engineer to join our modelling team, which is responsible for all the models and scorecards used in the rating process.

This is a good opportunity to join a growing team where you will be expected to participate in the development of credit rating models and scorecards and assist with documentation, oversight and maintenance of some of the rating agency's models and scorecards.

Key Responsibilities:
• Develop in-depth knowledge of our Moody's credit rating models and scorecards
  • Research mathematical and Technical techniques to evaluate performance of credit rating models and scorecards
  • Assist with quantitative projects to create, update and improve credit rating models and scorecards (structured finance collateral and fundamental models)
• Work with managers to create documentation around credit rating models.
• Participate in professional training for analytical staff
• Build relationships with analytical staff and management

Rating Model Team

Strong academic background, MSc or PhD in relevant areas like Financial Engineering, Mathematical Finance, Mathematics, Computer Science, Physics, Engineering
  • Experience developing and documenting financial models - credit risk, credit derivatives or structured finance a strong plus.
  • Understanding of model development including model design and implementation.
  • Good development skills in two of the following technologies: C++, C# and other .NET languages, VBA, Matlab and Excel
  • Understanding of fixed income; understanding of structured finance is a plus.
  • Good oral and written communication skills, able to communicate clearly and succinctly
Highly organised and efficient, with ability to multi-task and manage multiple projects

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, sex, gender, age, religion, national origin, citizen status, marital status, physical or mental disability, military or veteran status, sexual orientation, gender identity, gender expression, genetic information, or any other characteristic protected by law. Moody's also provides reasonable accommodation to qualified individuals with disabilities in accordance with applicable laws. If you need to inquire about a reasonable accommodation, or need assistance with completing the application process, please email accommodations@moodys.com.. This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications.

For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance. For New York City positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the New York City Fair Chance Act. For all other applicants, qualified applicants with criminal histories will be considered for employment consistent with the requirements of applicable law.

Click here to view our full EEO policy statement. Click here for more information on your EEO rights under the 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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