- Details
- Highlights
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The Role / Responsibilities
This is an opportunity for an individual with a software development background to join Moody’s CSS group, to develop and maintain credit risk models in C#.NET as a part of the international team.
While the primary focus will be C#.NET, there will be the need to work with an SQL. Experience with foundational software development tools and processes is also required: source control, issue tracking, unit testing, continuous integration, etc
This is an excellent opportunity to work directly with thought leaders in credit risk and gain global exposure to a variety of asset classes with a strong focus on structured finance.
Key responsibilities:
• Working directly with financial engineers and business analysts to understand their modelling requirements
• Design, develop, test, and maintain quantitative models using C#.NET, SQL
• If applicable, write the technical requirements of the quantitative models
Qualifications
- BSc (or equivalent) in Computer Science, Engineering, Physics, Mathematics, Financial Engineering, or a related field. Or 1-2 years in the .NET development
- C#. NET, SQL development skills
- Excel/VBA experience is a plus
- Relevant experience with capabilities in foundational software development tools and processes (i.e. source control, issue tracking, unit testing, continuous integration)
- Professional level in English
- Knowledge in Monte Carlo analysis and structured finance modelling is a plus
- Strong interpersonal and presentation skills
- Strong written and verbal communication skills
- Detail oriented and highly organised
- Rigorous and analytical thought process
- Experience in Financial Services is advantageous
- Able to work on own initiative and without close supervision
Additional information: Educational Assistance, Monetary stipend for home office equipment, Professional Subscriptions, Employee Assistance Program, Private Medical Insurance.
Location
- Vilnius, Vilniaus apskritis, Lithuania
- Remote work opportunity
Upes street 19
Time of work
- Full-time
Vytautė Syvoke
Moody's (NYSE: MCO) is a global integrated risk assessment firm that empowers organizations to make better decisions. Our data, analytical solutions and insights help decision-makers identify opportunities and manage the risks of doing business with others. We believe that greater transparency, more informed decisions, and fair access to information open the door to shared progress. With over 11,000 employees in more than 40 countries, Moody's combines international presence with local expertise and over a century of experience in financial markets. Learn more at moodys.com