VP – Quantitative Business Analyst
Moody's Investors Service, Inc.
Buenos Aires
hace 26 días

The Role / Responsibilities :

We are looking for a seasoned Quantitative Business Analyst to join the Rating Model Group, which is responsible for all the models and scorecards used in the rating process and verification.

This is a good opportunity for a seasoned rating analyst with interest in model development to join a growing team where you will be expected to work on documentation, training, oversight and maintenance of the rating agency’s Credit Rating Models and Credit Rating Scorecard.

You will also be expected to help draft requirements for the end-to-end model and scorecard development process and respond to requests from the Methodology Review Group and external regulators.

Key Responsibilities :

  • Develop in-depth knowledge of our Moody’s Credit Rating Models and Credit Rating Scorecards
  • Create user guides and provide user training on new and existing Credit Rating Models and Credit Rating Scorecards
  • Assist model co-ordinators drafting requirements for the end-to-end process for new model and scorecard developments
  • Draft and review Business Requirement Documents to ensure completeness and consistency
  • Prepare and co-ordinate responses to model and scorecard related requests from external and internal parties, e.g. model support, regulatory requests
  • Help manage junior staff from the Analytic Technology and Solutions group in the Buenos Aires office
  • Lead efforts and co-ordination around submissions of software updates for approval with the Methodology Review Group and co-
  • ordinate with Risk Process Oversight for documentation of model errors

  • Lead efforts on professional training of models and scorecards for rating teams and other analytical teams. You will also be expected to help rating teams to understand model and scorecard results as needed
  • MSc or PhD in relevant areas such as Economics, Finance, Statistics, Financial Engineering, Mathematical Finance, Mathematics
  • 10+ years of working experience in related field
  • Highly organised and efficient, with ability to multi-task and manage multiple projects
  • Strong oral and written communication skills, able to communicate clearly and succinctly
  • Understanding of fixed income; understanding of structured finance is a plus
  • Experience developing and / or documenting financial models and / or scorecards credit risk, credit derivatives or structured finance a strong plus
  • Understanding of model development including model design and implementation
  • Good coding and development skills in VBA and Excel a plus
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