Advisory-ALMLiquidity recruitment

Department
Moody's Analytics (MA) is a subsidiary of Moody's Corporation that assists financial institutions with Enterprise Risk Management. The company provides software, services and information to banks, insurance companies, non-financial corporations, and institutional investors in over 80 countries.

Within MA, Advisory Services offers to Institutions a wide range of portfolio analytics and consultative solutions to help credit staff understand measure and manage credit risk within a portfolio context. The Advisory Services team is composed of experienced credit consultants working with and drawing on the insight and expertise of our world-class portfolio and valuation technology, as well as market experience.

The successful candidate(s) will join "Advisory Services Liquidity ALM Group", a growing team within the MA organization that provides excellent career opportunities and benefits. He/she will be the responsible (but not limited to) for developing a series of ALM Liquidity services offerings, building upon in-house expertise and liquidity modeling offering, performing project execution, as well as business development., which includes advising clients about our ALM Liquidity risk management solutions (products and services) and participating in the proposal process for potential engagements.

The position(s) present a unique opportunity for highly motivated individuals with experience in ALM and/or Liquidity management to build a broader expertise and career in the ALM Liquidity arena within the leading company in the market.
Some travel will be required.

Responsibilities
- Establish and build expert knowledge of Moody's Analytics ALM Liquidity models and solutions
- Developing ALM Liquidity Service Solutions; best practice consulting, model creation, implementation services
- Provide business development support to Moody's Analytics Sales organization by presenting and discussing ALM products and liquidity solutions with Clients/Prospects
- Participate and/or lead model development and implementation of Moody's Analytics ALM Liquidity Solutions to existing and new clients

Qualifications

Minimum Job Requirements
- Working experience in ALM, liquidity management, behavioral models, ALCO, model development, consulting
- Working knowledge of behavioral models (e.g. non-maturity liabilities, prepayments, etc.)
- Knowledge of the Regulatory and Liquidity Framework (e.g. Basel III)
- Ability to communicate effectively technical information to non experts
- Ability to build relationships at all levels with clients/prospects and the internal organization

Preferred Job Requirements
- Knowledge of Prepayment Risk (PR), Value at Risk (VaR), Earnings at Risk (EaR), Economic Value of Equity (EVE), Liquidity Risk, Funding Risk and Interest Rate Risk
- Working knowledge of hedging instruments: Interest Rate Swaps (IRS), Cross Currency Swaps (CCS), Caps, Floors, Swaptions, Options
- Experience on Portfolio Construction and Asset and Liabilities Analysis
- Data Management skills

Qualifications
- Main Degree Discipline in Economics - Mathematics - Finance or related subject
- (Preferred) Second Degree (MSc, MBA) in Finance - Economics - or related subject

Equal Employment Opportunity

We are an equal opportunity employer M/F/D/V. Moody's takes pride in maintaining a balanced and diverse workforce and actively seeks out people who enrich our talent pool.

How To Apply
Please e-mail resumes to: cherryl.susara@moodys.com. Please include "advisory-ALM" in the subject line.

And/or apply online at:
https://www.moodys.jobs/psp/hrrec/EMPLOYEE/HRMS/c/ROLE_APPLICANT.ER_VIEW_JOBS.GBL?JobReqNbr=011015