| Role/Responsibilities: |
We are looking for an AVP - Analyst to join the Default and Ratings Analytics (DRA) team. The successful candidate will be part of the DRA team with the following responsibilities:
- Conduct and publish research on defaults, impairments, rating accuracy, ratings volatility and other measures of rating and credit performance.
- Be a source of research ideas and help to set the research agenda for the team.
- Lead junior analysts in default research and quantitative projects.
- Prepare and deliver presentations concerning ratings performance to internal and/or external audiences.
- Maintain and assist in the future developments of Moody's senior ratings algorithm and other tools and codes developed by the team.
- Utilize Matlab, SQL, and Excel to query and manipulate rating, default, and impairment data to conduct statistical analysis.
- Assist with ad-hoc projects and support internal and external data requests.
Default and Ratings Analytics (DRA) team
- Advanced degree (PhD preferred) in a quantitative field such as Economics, Econometrics, Finance, Math, and Statistics.
- 4+ year of overall experience in conducting and publishing research related to the financial markets. Experience in credit risk will be a big plus.
- Proficient in Matlab with solid programming skills. Data mining experience with large financial databases in SQL will be helpful. Proficient in Microsoft Office.
- Strong quantitative skills and analytical problem solving required.
- Excellent interpersonal and communication skills (verbal and written).
- Ability to manage own workflow/priorities and meet deadlines.
- Knowledge of finance, economics, and statistics.
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 $3.5 billion in 2015, employs approximately 10,400 people worldwide and maintains a presence in 36 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 firstname.lastname@example.org.. 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.
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MIS and MSS Candidates are asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.