Risk Consulting Associate (Credit portfolio modeler)
Job Description The Risk & Finance Solutions (RFS) team in Moody's Analytics helps institutions quantify and manage credit risk. The RFS team is composed of experienced consultants and practitioners working with and drawing on the insight and expertise of our world-class analytics, data, and software technology platforms. Our product solutions include PD, LGD, and Portfolio models, while representative engagements include IFRS 9 impairment advisory and modeling, Basel implementation, economic capital analysis, PD/LGD/EAD modeling, and risk-based pricing. The Associate position is to work with our senior staff in implementation of sophisticated credit risk management solutions. Responsibilities:
- As part of a team to effectively deliver solutions for clients. The solutions could be models, various types of reports and analyses, and other consulting services.
- Be capable of reading and discussing the details of methodology documents
- Participate in implementation and training of Moody's Analytic solutions, and/or bespoke credit risk model development, validation and calibration, and other quantitative and qualitative analysis for risk measurement.
- Provide framework for enhancing client's credit related processes.
- Develop and present project results and materials to clients.
- Assist in management of projects to deliver projects and deliverables in an effective and timely manner.
- Work closely with client engagement team and sales team, including developing and presenting pre-sales materials and client proposals.
- Bachelor's degree (Masters a plus) in Economics, Finance, Engineering, Physics or a related quantitative field .
- Relevant professional designations (e.g., CFA, FRM and/or PRM) are also a plus.
- Experience with or an understanding of various s tatistical analyses/ modeling technique (e.g., regression analysis, Monte Carlo simulation, etc.)
- Experience with statistical analysis on large, complex datasets in tools such as MATLAB, SAS, R, Python or similar statistical analytic tools is preferred.
- Strong communication skills both in writing and speaking with ability to convey complex ideas to all levels of an organization
- Excellent client service orientation, previous consulting experience is a plus
- Fluency in Japanese is required, expected to read and write in English, fluency in English is preferred.
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.