Moody's Corporation
Assc Dir- Analytics&Modeling
Moody's Corporation, San Francisco, California, United States, 94199
Overview
At Moody's, we unite the brightest minds to turn today’s risks into tomorrow’s opportunities. Moody’s is transforming how the world sees risk. As a global leader in ratings and integrated risk assessment, we’re advancing AI to move from insight to action—enabling intelligence that not only understands complexity but responds to it. Moody’s is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, sex, gender, age, religion or creed, national origin, ancestry, citizenship, marital or familial status, sexual orientation, gender identity, gender expression, genetic information, physical or mental disability, military or veteran status, or any other characteristic protected by law. Position
Associate Director - Analytics & Modeling Location
San Francisco, CA (400 Howard Street, Suite 400, San Francisco, CA 94105) Responsibilities
Work closely with senior staff members, researchers, and business analysts to assess clients’ business needs relative to the development, customization, and implementation of sophisticated risk management solutions. Coordinate projects, including CCAR/DFAST stress testing, PD/LGD/EAD model design and implementation, and credit impairment analysis. Conduct quantitative components of projects and work with empirical researchers and data analysts to turn research findings into applicable solutions, focusing on software deployment for regulatory reporting and credit risk analysis. Interpret risk metrics, create presentations and reports on analytic findings, and engage with internal stakeholders and clients to support discussions. Maintain stress testing, impairment methodologies, and related software implementations; implement, test, and maintain methodologies and code for structured asset portfolio risk assessment. Perform Python code implementation, testing, and documentation of complex, structured asset derivative valuation and risk computations in the portfolio credit risk solution. Provide C++ code and methodology support for stressed expected loss and impairment products; improve product code performance for faster computation speed and greater stability. Qualifications
Requires a Master’s degree or foreign equivalent in Finance, Mathematics, Statistics, or a closely related quantitative field plus at least two (2) years of experience as a Data Analyst, Quantitative Analyst, or in a related position performing econometric, statistical, or financial modeling. Experience applying mathematical finance, probability theory or stochastic calculus, statistics, and time series analysis; conducting econometric, statistical, and financial modeling for risk management, corporate finance, or accounting. Experience with statistical analysis using programming tools, including Matlab, Python, and R; software development skills including object-oriented programming languages such as C++ or C#. Compensation and Benefits
For US-based roles only: the anticipated base salary range is $120,890 to $243,650 per year, dependent on experience, education, level, skills, and location. In addition to base salary, this role is eligible for incentive compensation. Moody’s offers a comprehensive benefits package, including medical, dental, and vision insurance, parental leave, paid time off, a 401(k) plan with employer contributions, life, disability, and accident insurance, a discounted employee stock purchase plan, and tuition reimbursement. Application
To apply, please submit your resume through careers.moodys.com or via email at hrbox28@moodys.com. Please refer to Job Ref. 11264.
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At Moody's, we unite the brightest minds to turn today’s risks into tomorrow’s opportunities. Moody’s is transforming how the world sees risk. As a global leader in ratings and integrated risk assessment, we’re advancing AI to move from insight to action—enabling intelligence that not only understands complexity but responds to it. Moody’s is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, sex, gender, age, religion or creed, national origin, ancestry, citizenship, marital or familial status, sexual orientation, gender identity, gender expression, genetic information, physical or mental disability, military or veteran status, or any other characteristic protected by law. Position
Associate Director - Analytics & Modeling Location
San Francisco, CA (400 Howard Street, Suite 400, San Francisco, CA 94105) Responsibilities
Work closely with senior staff members, researchers, and business analysts to assess clients’ business needs relative to the development, customization, and implementation of sophisticated risk management solutions. Coordinate projects, including CCAR/DFAST stress testing, PD/LGD/EAD model design and implementation, and credit impairment analysis. Conduct quantitative components of projects and work with empirical researchers and data analysts to turn research findings into applicable solutions, focusing on software deployment for regulatory reporting and credit risk analysis. Interpret risk metrics, create presentations and reports on analytic findings, and engage with internal stakeholders and clients to support discussions. Maintain stress testing, impairment methodologies, and related software implementations; implement, test, and maintain methodologies and code for structured asset portfolio risk assessment. Perform Python code implementation, testing, and documentation of complex, structured asset derivative valuation and risk computations in the portfolio credit risk solution. Provide C++ code and methodology support for stressed expected loss and impairment products; improve product code performance for faster computation speed and greater stability. Qualifications
Requires a Master’s degree or foreign equivalent in Finance, Mathematics, Statistics, or a closely related quantitative field plus at least two (2) years of experience as a Data Analyst, Quantitative Analyst, or in a related position performing econometric, statistical, or financial modeling. Experience applying mathematical finance, probability theory or stochastic calculus, statistics, and time series analysis; conducting econometric, statistical, and financial modeling for risk management, corporate finance, or accounting. Experience with statistical analysis using programming tools, including Matlab, Python, and R; software development skills including object-oriented programming languages such as C++ or C#. Compensation and Benefits
For US-based roles only: the anticipated base salary range is $120,890 to $243,650 per year, dependent on experience, education, level, skills, and location. In addition to base salary, this role is eligible for incentive compensation. Moody’s offers a comprehensive benefits package, including medical, dental, and vision insurance, parental leave, paid time off, a 401(k) plan with employer contributions, life, disability, and accident insurance, a discounted employee stock purchase plan, and tuition reimbursement. Application
To apply, please submit your resume through careers.moodys.com or via email at hrbox28@moodys.com. Please refer to Job Ref. 11264.
#J-18808-Ljbffr