• Competitive
  • Buenos Aires, Ciudad Autonoma de Buenos Aires, Argentine
  • CDI, Plein-temps
  • Moody's
  • 2018-05-24

VP – Quantitative Business Analyst

Lieu de travail : Buenos Aires, Ciudad Autonoma de Buenos Aires, Argentine

The Role / Responsibilities:
We are looking for a seasoned Quantitative Business Analyst to join the Rating Model Group, which is responsible for all the models and scorecards used in the rating process and verification.

This is a good opportunity for a seasoned rating analyst with interest in model development to join a growing team where you will be expected to work on documentation, training, oversight and maintenance of the rating agency's Credit Rating Models and Credit Rating Scorecard. You will also be expected to help draft requirements for the end-to-end model and scorecard development process and respond to requests from the Methodology Review Group and external regulators.

Key Responsibilities:
  • Develop in-depth knowledge of our Moody's Credit Rating Models and Credit Rating Scorecards
  • Create user guides and provide user training on new and existing Credit Rating Models and Credit Rating Scorecards
  • Assist model co-ordinators drafting requirements for the end-to-end process for new model and scorecard developments
  • Draft and review Business Requirement Documents to ensure completeness and consistency
  • Prepare and co-ordinate responses to model and scorecard related requests from external and internal parties, e.g. model support, regulatory requests
  • Help manage junior staff from the Analytic Technology and Solutions group in the Buenos Aires office
  • Lead efforts and co-ordination around submissions of software updates for approval with the Methodology Review Group and co-ordinate with Risk Process Oversight for documentation of model errors
  • Lead efforts on professional training of models and scorecards for rating teams and other analytical teams. You will also be expected to help rating teams to understand model and scorecard results as needed


CSS

  • MSc or PhD in relevant areas such as Economics, Finance, Statistics, Financial Engineering, Mathematical Finance, Mathematics
  • 10+ years of working experience in related field
  • Highly organised and efficient, with ability to multi-task and manage multiple projects
  • Strong oral and written communication skills, able to communicate clearly and succinctly
  • Understanding of fixed income; understanding of structured finance is a plus
  • Experience developing and/or documenting financial models and/or scorecards - credit risk, credit derivatives or structured finance a strong plus
  • Understanding of model development including model design and implementation
  • Good coding and development skills in VBA and Excel a plus


Moody's is an essential component of the global capital markets, providing credit ratings, research, tools and analysis that contribute to transparent and integrated financial markets. Moody's Corporation (NYSE: MCO) is the parent company of Moody's Investors Service, which provides credit ratings and research covering debt instruments and securities, and Moody's Analytics, which offers leading-edge software, advisory services and research for credit and economic analysis and financial risk management. The Corporation, which reported revenue of $4.2 billion in 2017, employs approximately 11,900 people worldwide and maintains a presence in 41 countries. Further information is available at www.moodys.com.

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 or any other characteristic protected by law.

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.

Buenos Aires, Ciudad Autonoma de Buenos Aires, Argentine Buenos Aires Ciudad Autonoma de Buenos Aires AR