Asst Dir- Advisory Services recruitment
The Company
Moody's Analytics is the world's leading provider of quantitative credit analysis tools to lenders, investors, and corporations. We help clients enhance the economic returns in their businesses. We create products and services based upon a sophisticated application of modern financial theory and statistical analysis. These tools transform vast amounts of financial data and knowledge into applied insight to manage credit. Specifically, our clients use our portfolio and valuation framework in their organizations for Economic Capital requirements, Risk Management and monitoring and reporting functions.
The Advisory Services team is composed of experienced consultants working with and drawing on the insight and expertise of our world-class portfolio and valuation technology, and possesses tremendous market experience. The successful candidate will join Advisory Services, a growing team within the MA organization that provides excellent career opportunities.
Responsibilities
The primarily responsibilities are:
- Delivering on ALM services offerings and the ALM model development
- Delivering on capital service offerings under the larger context of Basel III
- Contributing to developing and enhancing stress testing approach for liquidity and capital
- Building upon in-house expertise to perform project execution
- Participating in the proposal process for potential engagement
- Develop in-depth knowledge of MA products and advisory solutions, ALM / Liquidity Risk, portfolio and valuation framework.
- Deliver on ALM Service Solution relating to modeling and valuation framework
- Assist in theoretical or empirical research on measurements mechanisms of - Liquidity Risk, creation of ALM hedging strategies and stress testing on both liquidity and capital.
- Conduct validation analysis of processed client data and revise the data as needed for use in downstream processes
- Work on technical presentations and travel to client sites for on-site visits and short work stays
- Establish and build expert knowledge of Moody's Analytics (MA) ALM solutions
- Participate in model development and implementation of MA ALM Solutions to existing and new clients
Qualifications
This position presents a unique opportunity for highly motivated individuals with some experience in banking industry preferably in the ALM and/or derivatives or Capital management to build a broader expertise within a leading company in the market. A quantitative background is preferred but not essential.
The ideal candidate will possess the following qualifications and experience:
- Main Degree Discipline in Economics or a Business degree or Graduate degree with an emphasis in Finance, Economics, Statistics, Mathematics, Computer Science or related quantitative field
- 3- 5 years of experience in Consulting/Banking in either Capital management or ALM; Operational activities, model development and process Deployment.
- Working Knowledge of the Regulatory framework and its requirements relating to Liquidity and Pillar II.
- Working knowledge of hedging portfolio strategies and hedging instruments for e.g. Interest Rate Swaps (IRS), Cross Currency Swaps (CCS), Caps, Floors, Swaptions and Options.
- Knowledge of basic modeling concepts relating to prepayment Risk (PR), Earnings at Risk (EaR), Liquidity Risk, Funding Risk, Capital adequacy and Interest Rate Risk.
- Analytical skills with persistence in analytical and problem solving, quantitative approach to understanding problems in finance, experience in credit risk or market risk a plus.
- Experience in Portfolio Construction and Asset and Liabilities Analysis
- Data Management skills experience in working with large/complex data set.
- Ability to communicate effectively technical information to non experts.
- Ability to build relationships at all levels with clients/prospects and the internal organization.
In addition, you must also have excellent organizational, multitasking and prioritization skills and attention to detail, be able to work both independently and as part of a team and be prepared to travel within the region approximately 50% of the time.
In return Moody's offers a friendly working environment, career opportunities and an attractive benefits package.
How To Apply
Interested applicants please apply at www.moodys.jobs by searching on job reference 011088. Please note that relocation assistance will NOT be provided for overseas candidates. We regret that only shortlisted candidates will be notified.