Research Associate-ALM recruitment

Department
As a researcher, you will have the opportunity to join our Quantitative Research team in San Francisco which has a rich history of providing leading edge research and thought leadership in the credit risk arena. As a part of this team, you will assist Moody's Analytics to continue our innovation in enterprise risk research.

Responsibilities
This position offers a unique opportunity to participate in state of the art research with our renowned quantitative research team in the area of enterprise risk management, one of the most exciting areas of the financial services industry today

You will have the opportunity to build and refine quantitative models for measurement and management of financial risk, including credit risk, interest rate risk, liquidity risk, and foreign exchange risk

Specific responsibilities include:
- Establishing and building on research associated with Moody's Analytics ALM Liquidity models and solutions;-Conducting sophisticated theoretical and empirical research on measurements of financial
risk and fixed income valuation;
-Coordinating with financial researchers and product managers on research projects and roadmaps;
-Providing research support to the firms prototype implementation and software
development activities;
-Assisting our marketing and client service teams and clients on the education and
implementation of risk management technology;
-Present research findings effectively to technical and non-technical audiences internally and externally.

Qualifications
Ph.D, or have completed all coursework required by a Ph.D. program, in Business,
Finance, Economics, or a closely related quantitative field;
-5+ years of research experience in asset pricing, empirical finance, risk management, and/or corporate finance;
-5+ years of research experience in the broad area of ALM;
-Excellent analytical and empirical skills in financial modeling;
-Experience with statistical analysis and programming tools such as S-Plus, or Matlab;
-Experience with Bloomberg, Markit, CRSP or other related financial databases;
-Excellent written and oral communication skills;
-Prior managerial experience and direct client facing experience a plus.

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:
Email resume to: yulhee.kim@moodys.com. Must indicate in the subject line "research associate-ALM" 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=011459