The Role / Responsibilities: We are looking for a Quantitative Analyst to join our Model Verification Team. The duties of a QA include: Verify and enhance the financial models underlying Moody’s credit policies and rating methodologies in particular, verify cash-flow waterfalls used in structured finance deals Implementing model testing procedures and developing analytical projects to confirm the ability of financial models to assess credit risk. Building financial model prototypes, implement validation procedures, and assist with the implementation of new control processes for rating models and scorecards. The position requires collaboration with rating analysts, model managers, research groups, and development groups.
Qualifications Qualifications: Graduate/Post-graduate degree in Engineering, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred. 0-3 years of overall experience in credit risk modeling – experience in credit derivatives or structured finance a strong plus. Ability to review and interpret legal documents to translate it to bond waterfall preferred Working knowledge of 2 of the following technologies: VBA, C++, C#, Matlab, R, Moody’s Structured Finance Workstation (SFW) Knowledge of SQL a plus. Hard working, easy to work with, and willingness to learn new technologies
Click Here :- Apply