Data Scientist Risk Modeler at Moody S

Imagine what we can INSPIRE with you
Moody’s empowers people to make better decisions and achieve brighter futures. This is what motivates us to bring out the best in our products and our people. Join us. Forward Together.
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 atmoodys.com.
Moody’s Analytics provides financial intelligence and analytical tools supporting our clients’ growth, efficiency and risk management objectives. The combination of our unparalleled expertise in risk, expansive information resources, and innovative application of technology, helps today’s business leaders confidently navigate an evolving marketplace.
Department
We are looking for a senior risk modeler to join our Moody’s Analytics business analytics team. Our team is directly involved in the development of a wide range of analytical solutions, including credit risk, interest rate risk, liquidity risk, ESG and climate risk. On this role you may also participate in consulting projects with major banks and other institutions worldwide. Being a part of truly global Moody’s Analytics team, risk modelers contribute to diverse projects in every phase, including data analysis, methodology design, model development and enhancement, documentation writing, results delivery and interpretation. We are looking for collaborative, highly motivated individuals with strong quantitative and communication skills, willing learn and develop in a very dynamic and multicultural environment.
Role/Responsibilities
Moody’s Analytics Economics Division, located in New York, NY, is a leading independent provider of economic, financial, country, and industry research designed to meet the diverse planning and information needs of businesses, governments, and professional investors worldwide. You would be responsible for credit modeling, including the development, implementation, and validation of probability of default (PD) and loss given default (LGD) models using state-of-the-art statistical and econometric techniques.  Emphasis is on retail credit but with some exposure to corporate and other forms of risk modeling in partnership with sister companies within Moody’s. You would also be responsible for forecasting and simulation exercises, with emphasis on stress testing under alternative scenarios; contract consulting work with major financial institutions and other industry players worldwide.  The successful applicant would be involved in proposal writing, modeling specification, estimation and validation, final reports and documentation writing; meeting with clients to discuss proposed and current projects; making presentations at conferences; and general client service, including serving as primary point of contact for credit modeling issues.
Qualifications
The ideal candidate would have a BA or Master’s degree in Finance, Statistics or Economics. Industry experience in quantitative risk modeling and/or loss forecasting is preferred though candidates with strong analytical backgrounds and programming skills (Ex: Stata, SQL, R, Matlab, C++, Python) will be considered.  Ability to communicate technical subject matter clearly and concisely to individuals from various backgrounds is a plus.  Excellent writing, presentation, project management and interpersonal skills are required. 
Moody’s is an equal opportunity employer.  All qualified applicants will receive consideration for employment without regard to race, color, sex, gender, age, religion, national origin, citizen status, marital status, physical or mental disability, military or veteran status, sexual orientation, gender identity, gender expression, genetic information, or any other characteristic protected by law.  Moody’s also provides reasonable accommodation to qualified individuals with disabilities in accordance with applicable laws.  If you need to inquire about a reasonable accommodation, or need assistance with completing the application process, please emailaccommodations@moodys.com.  This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications.
For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance.  For New York City positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the New York City Fair Chance Act.  For all other applicants, qualified applicants with criminal histories will be considered for employment consistent with the requirements of applicable law.
Click here to view our full EEO policy statement. Click here for more information on your EEO rights under the law.  Click here to view our Pay Transparency Nondiscrimination statement.
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.