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