Job Description

Work credit risk analytics and stress testing models for delivering various projects viz. PD, LGD, EAD, stress testing, loan life-cycle models - modeling, independent review, gap assessment ?
Develop, validate, benchmark and calibrate probability of default, loss given default, exposure at default
and stress testing models using statistical/econometric techniques ?
Perform other Basel (banking) regulation related analyses e.g. Economic Capital analysis ?
Learn and implement techniques in building and testing various quantitative and qualitative models. ?
Able to learn new statistical, econometric, and other quantitative concepts from research papers and
implement ?
Use tools such as SAS, R, SQL, and MATLAB to manipulate data, develop and validate quantitative models
from small or large data sources ?
Master's degree in a quantitative field Statistics, Economics, Operational Research etc. ?
Good knowledge of software such as SAS, SQL, R, VBA, or MATLAB
Banking OU (BANKING OU)
Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law.
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. Moody's combines international presence with local expertise and over a century of experience in financial markets. Learn more at moodys.com .

At Moody's, we're taking action. We're hiring diverse talent and providing underrepresented groups with equitable opportunities in their careers. We're educating, empowering and elevating our people, and creating a workplace where each person can be their true selves, reach their full potential and thrive on every level. Learn more about our DE&I initiatives, employee development programs and view our annual DE&I Report at moodys.com/diversity
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.