Quant Fin Assurance Associate recruitment
Department
Join Moody's Analytics, the world's leading provider of market-based quantitative credit risk analysis solutions to lenders, investors and corporations. Moody's Analytics products are widely used around the globe by credit risk investors, including global and regional banking institutions, buy/sell side organizations and corporations, to assess the risk and return characteristics of portfolios of corporate bonds, commercial and industrial loans, and credit derivatives.
Responsibilities
As a Quantitative Financial Assurance Associate, you will analyze and assure the quality of financial statistics produced by our leading-edge credit risk measurement and management products. This is an opportunity to help develop the latest breed of financial applications based on world-class financial research.
Primary Responsibilities:
- Review financial analytics requirements and work with Research to come out testing plan and testing strategy
- Develop analytics prototypes and benchmarks for testing
- Create test cases, execute tests, analyze testing results and provide summary reports to the project team
- Execute and maintain automation test suites, regression tests, and financial testing systems
- Provide 2nd tier support on modeling questions to MA clients
Qualifications
- Master's degree in a quantitative field such as Financial Engineering, Management Information System, Operating Research, or closely-related field
- Academic training or experience in Financial Risk Models, Fixed income analysis
- Superb analytical skills and persistence in analytical and problem solving, quantitative approach to understanding problems in finance
- Data mining experience with large financial databases (SQL, Oracle, Sybase) and data files in csv, txt, and XML format
- Strong SAS (or other Stat packages) and MatLab skills
- Strong programming experience (VB, C#, C++ or Java)
- Ability to work independently on multiple tasks as well as a good team player
- Must be detail-oriented, deadline-driven, and well organized
- Demonstrated creativity, flexibility, enthusiasm and willingness to learn and ensure ongoing self-development
- Excellent verbal and written communications skills
How to Apply:
Email resume to: cherryl.susara@moodys.com. Must indicate in the subject line "QFA" to be considered for the position.
And/or
Please apply online at:
https://www.moodys.jobs/psp/hrrec/EMPLOYEE/HRMS/c/ROLE_APPLICANT.ER_VIEW_JOBS.GBL?JobReqNbr=011494
