- Skelbimas
- Atlygis/Miestas
- Apie įmonę
Role/Responsibilities
We are looking for a quantitative developer to join our modelling team, which is responsible for all the models and scorecards used in the rating process. This is a good opportunity to join a growing team where you will be expected to participate in the development of credit rating models and scorecards and assist with documentation, oversight and maintenance of some of the rating agency models and scorecards.
Key Responsibilities:
- Develop in-depth knowledge of our Rating Agency models and scorecard.
- Assisting with ad-hoc quantitative projects to update and improve the rating process (structured finance simulations, macroeconomic projects, etc.).
- Work with managers to create documentation around credit rating models.
- Participate in professional training for the analytical staff.
- Build relationships with analytical staff and management; Act as a key point of contact to provide guidance to rating teams to ensure consistency with rating models and scorecards when appropriate.
- Research mathematical and Technical techniques to evaluate performance of credit rating models and scorecards.
Qualifications
- Strong academic background, MSc or PhD in relevant areas like Mathematics, Computer Science, Physics, Financial Engineering, Mathematical Finance, Engineering.
- Understanding of model development including model design and implementation.
Good development skills in two of the following technologies: C# or other .NET languages, C++, VBA, and Matlab. - Advanced Excel knowledge.
- Experience in financial modeling – experience in credit risk, credit derivatives or structured finance a strong plus.
- Understanding of fixed income; understating of structured finance is a plus.
- Good verbal and written communication skills, able to communicate clearly and succinctly.
- Highly organized and efficient, with ability to multi-task and manage multiple projects.
Papildoma informacija: Educational Assistance, Monetary stipend for home office equipment, Professional Subscriptions, Employee Assistance Program, Private Medical Insurance.
Vietovė
- Vilnius, Vilniaus apskritis, Lietuva
Upes street 19
Laikas
- Visa darbo diena
Kalbos
- Anglų
Aistė Jasiūnaitė
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