- London, England, Großbritannien
- Festanstellung, Vollzeit
- 20 Sep 17
Senior Director - Credit Analytics
Standort: London, England, GroßbritannienAs Senior Director - Credit Analytics, you would be responsible for leading a team engaged in credit risk modeling, including the development, implementation, and validation of probability of default (PD), exposure at default (EAD), and loss given default (LGD) models using state-of-the-art statistical and econometric techniques. Extensive knowledge of A-IRB, IFRS 9 and Stress Testing modelling and processes is required.
Emphasis is on retail credit but with some exposure to corporate and other forms of risk modeling in partnership with sister companies within Moody's.
You would also be responsible for forecasting and simulation exercises, with emphasis on stress testing under alternative scenarios; contract consulting work with major industry players worldwide, which would involve proposal writing, modeling specification, estimation and validation, final reports and documentation writing; meeting with clients to discuss proposed and current projects; making presentations at conferences; and general client service, including serving as primary point of contact for credit modeling issues.
The Economic and Consumer Credit Analysis team, a division of Moody's Analytics, is a leading independent provider of economic, financial, country, and industry research designed to meet the diverse planning and information needs of businesses, governments, and professional investors worldwide. Our research has many dimensions: country analysis; financial markets; industrial markets; and regional markets. Moody's Economy.com information and services are used in a variety of ways, including strategic planning; product and sales forecasting; risk and sensitivity management; and as investment research.
Candidates should have Ph.D. in Finance, Statistics, Physics, Mathematics, Economics or closely related field.
Industry experience in quantitative risk modeling is strongly preferred.
Demonstrated knowledge of credit risk modelling, ability to communicate technical subject matter clearly and concisely to individuals from various backgrounds, and excellent writing, presentation and interpersonal skills are required.
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 $3.5 billion in 2015, employs approximately 10,400 people worldwide and maintains a presence in 36 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.