Assistant Director - Research
Posted on Dec 13, 2018 by Moody's
- Work closely with senior staff members, researchers and business analysts to assess clients' business needs relative to the development, customization, and implementation of sophisticated risk management solutions. Representative projects include CCAR/DFAST stress testing, PD/LGD/EAD model design and implementation, credit impairment analysis, and Solvency II related modeling
- Conduct the quantitative components of the projects
- Work with empirical researchers and data analysts to turn sophisticated research findings into applicable solutions with a particularly focus on the implementation and deployment of software for the purpose of regulatory reporting and credit risk analysis.
- Interpret risk metrics, create presentations and reports on analytic findings, hold discussions with internal stakeholder and clients.
Enterprise Risk Solutions and Modeling Services
- Master or Ph. D degree in Mathematics , Statistics, Operational Research or Computer science or a closely related field
- Strong quantitative and problem solving abilities
- Strong communication (verbal and presentation) skills and experience collaborating on software implementation projects are essential
- Strong programming skills including experience with object oriented programming languages. Knowledge of C++ is essential where knowledge of C# and Java, including JNI and Scala are a strong plus
- Knowledge and experience of Python is a strong plus including integration of multiple languages such as interfacing Python with C/C++
- Knowledge of AWS S3 and Athena, Docker and more generally familiarity with cloud computing is a plus
- Experience with statistical analysis and programming/prototyping tools such as Excel, Excel VBA and R are a plus
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 $4.2 billion in 2017, employs approximately 11,900 people worldwide and maintains a presence in 41 countries. Further information is available at .
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Assistant Director - Research