This is an opportunity for an individual with a strong software development background to join Moody’s CSS group, to develop and maintain sophisticated credit risk models in C# .NET.

The successful candidate will have a demonstrable track record of interacting directly with stakeholders, taking the initiative on complex issues, bringing tasks to a resolution quickly, and mentoring other members of the team.

While the primary focus will be C#.NET, there will be the need to work with VB.NET, Excel, VBA and SQL as required. Some mathematical and financial knowledge is required, so that the mechanics of the analytical methodologies can be understood. 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.
This role will suit a highly motivated problem solver with excellent communication skills and a proven ability to use their own initiative and work without close supervision.

Key responsibilities:

• Working directly with financial engineers in under to understand their modelling requirements
• Design, develop and maintain quantitative models using C#.NET, SQL, VBA and VB.NET
• When applicable, write the technical requirements of the quantitative models