Moody's Investors Service, Inc. AVP, Financial Engineer in New York City, New York
AVP, Financial Engineer at Moody’s Investors Service (New York, NY).
Duties: Lead projects on enhancing and improving existing quantitative Credit Rating models, as well as developing new Credit Rating Models utilized by Moody’s Credit Rating Analysts to assign ratings to various Structured Finance Asset Classes. Coordinate the coding of Credit Rating Models in Matlab, VBA and/or C++. Develop and design material for the Methodology Framework Group, Methodology Review Group and the specific lines of business to present how the models work explaining and detailing model and calibration choice. Lead the design of model specifications and training materials that accurately reflect the mechanics of the credit rating models. Supervise and mentor junior team members on model development and training materials.
Requirements: PhD degree or foreign equivalent in Mathematical Finance, Mathematics, Physics, Engineering or related quantitative field plus 2 years of experience developing and documenting financial models in credit risk and structured finance. Alternatively, employer will accept a Master’s degree or foreign equivalent in an acceptable field as stated above plus 4 years of experience as stated above. Employer will accept pre- or post-Master’s or PhD degree experience. Full term of experience must include the following: performing structured finance modeling of Asset Backed Securities and other structured finance transactions; utilizing all of the following programming languages: VBA, C++ and Matlab; working in the full lifecycle of projects on enhancing and developing credit rating models; and overseeing junior analysts.
To apply please submit resume through www.moodys.jobs, via e-mail at email@example.com, or by mail to: Moody’s Investors Service, Inc., Attn: HR Box 28, 7 World Trade Center, 250 Greenwich Street, New York, NY 10007. Please refer to Job Ref. 11401BR.