• Competitive
  • Bangalore, Karnataka, India
  • Permanent, Full time
  • Moody's
  • 2019-03-20

Quantitative Analyst

Location: Bangalore, Karnataka, India

We are looking for a Quantitative Analyst to join our Model Verification Team.

The duties of a QA include:

  • Verify and enhance the financial models underlying Moody's credit policies and rating methodologies in particular, verify cash-flow waterfalls used in structured finance deals

  • Implementing model testing procedures and developing analytical projects to confirm the ability of financial models to assess credit risk.
  • Building financial model prototypes, implement validation procedures, and assist with the implementation of new control processes for rating models and scorecards.

  • The position requires collaboration with rating analysts, model managers, research groups, and development groups.


Qualifications
Required
  • Graduate/Post-graduate degree in Engineering, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred.

  • 0-3 years of overall experience in credit risk modeling - experience in credit derivatives or structured finance a strong plus.

  • Ability to review and interpret legal documents to translate it to bond waterfall preferred

  • Working knowledge of 2 of the following technologies: VBA, C++, C#, Matlab, R, Moody's Structured Finance Workstation (SFW)

  • Knowledge of SQL a plus.

Hard working, easy to work with, and willingness to learn new technologies

Preferred
  • Graduate/Post-graduate degree in Engineering, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred.

  • 0-3 years of overall experience in credit risk modeling - experience in credit derivatives or structured finance a strong plus.

  • Ability to review and interpret legal documents to translate it to bond waterfall preferred

  • Working knowledge of 2 of the following technologies: VBA, C++, C#, Matlab, R, Moody's Structured Finance Workstation (SFW)

  • Knowledge of SQL a plus.

Hard working, easy to work with, and willingness to learn new technologies

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.