Analytics & Modeling Analyst

At Moody's, we unite the brightest minds to turn today’s risks into tomorrow’s opportunities. We do this by striving to create an inclusive environment where everyone feels welcome to be who they are—with the freedom to exchange ideas, think innovatively, and listen to each other and customers in meaningful ways.

If you are excited about this opportunity but do not meet every single requirement, please apply! You still may be a great fit for this role or other open roles. We are seeking candidates who model our values: invest in every relationship, lead with curiosity, champion diverse perspectives, turn inputs into actions, and uphold trust through integrity.

Skills and Competencies

• Experience in financial modelling - experience in credit risk, credit derivatives or structured finance a strong plus. Experience may be gained through employment or academic study.
• Ability to comprehend, interpret and analyze legal documents on complex financial structures.
• Proficient/expert in Excel and VBA, and other MS Office tools
• Knowledge of SQL, C#.Net, VBA.Net or other programming/scripting languages is a plus
• Understanding of model development including model design and implementation
• Understanding of fixed income; knowledge of structured finance is a plus
• Strong quantitative aptitude
• Excellent written and verbal communication skills, able to communicate clearly and succinctly
• High attention to detail with excellent organizational and analytical skills and ability to handle multiple projects at one time
• Hard working, easy to work with, and a willingness to learn new technologies
• Fluency in English is essential

Education

Bachelor's degree in Finance, Financial Engineering, Mathematical Finance, Mathematics, Statistics, Physics, Engineering, Computer Science or related field. Master's degree is a plus.

Responsibilities

• Build and develop complex cash flow models using Moody's fixed income software
• Develop in-depth knowledge of our Rating Agency models and scorecards
• Assisting with ad-hoc quantitative projects to update and improve the rating process (structured finance simulations, macroeconomic projects, etc.).
• Publish research and participate in professional training for the analytical staff
• Perform back-tests and develop analytical projects to confirm the ability of financial models to assess credit risk.
• Assist developers in the creation of models and scorecards
• Act as a key point of contact to provide guidance to rating teams to ensure consistency with rating models and scorecards when appropriate

About the team

Modeling & Quantitative Analytics Group is responsible for all the models and scorecards used in the rating process and verification. This is a good opportunity for someone with an interest in structured finance and experience in coding to join a team where you will become an expert on cash flow modelling of structured finance transactions. The successful candidate will join a growing CSS team that works to improve the quality and consistency of credit analysis and publish rating performance research.

#LI-Hybrid

Annual base salary gross: 41,100 EUR to 65,900 EUR Applicable to Lithuania candidates: The base salary range represents the low and high end of the Moody’s salary range for this position. Actual salaries will vary and will be based on various factors, such as candidate’s qualifications, skills, and competencies. The salary is one component of Moody’s total compensation package for employees. Other rewards and benefits include the following: Medical, Personal Accident, Life Insurance and Time Off.

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.

For more information on the Securities Trading Program, please refer to the STP Quick Reference guide on ComplianceNet

Please note: STP categories are assigned by the hiring teams and are subject to change over the course of an employee’s tenure with Moody’s.