• Competitive
  • Edinburgh, Scotland, Großbritannien
  • Festanstellung, Vollzeit
  • Moody's
  • 21 Sep 17

Director - Research

Standort: Edinburgh, Scotland, Großbritannien

We are looking for a financial quantitative modeller to take a leading role in developing and implementing solutions for our insurance and pensions clients. The ideal candidate will be a recognised subject matter expert in the areas of ESG pricing models & insurance risk management.
Working within the Portfolio Research team, you will develop modelling solutions for the Insurance and institutional asset management sector:
  • Actively engage with clients to identify problems of interest to the insurance and pensions sectors requiring quantitative modelling solutions, in particular relating to the application and calibration of economic scenario generators.
  • Provide expert quantitative modelling and financial engineering knowledge (e.g. products, practices and regulatory requirements) as input to the team's research and advisory activities.
  • Provide expert technical support to product management and scrum development team.
  • Work with colleagues in research and product management to prioritise and plan research activities.
  • Take on senior responsibilities within the Insurance research team, such as managing other research analysts, and leading/managing a program of research projects.
  • Deliver research projects and development initiatives in our financial analytics, risk management, ALM and credit modelling products.
  • Manage a small team of quantitate analysts & financial engineers
  • Collaborate with clients and colleagues to develop and deliver innovative research and advisory solutions.
  • Promote Moody's Analytics position as a leader in quantitative insurance modelling, via authoring technical papers, meeting and supporting clients and conference speaking.


The Portfolio Research team is responsible for the research and development of our stochastic models and calibrations used extensively in the insurance and pensions sectors. The team develops stochastic models and calibrations for use in capital assessment and risk capital management applications, and works with clients on the application of MA's products and techniques.

#LI-LA1

  • A postgraduate degree (ideally PhD) in a numerical discipline.
  • Lengthy experience in the life insurance industry, gained in an insurance company, financial software or consultancy, investment bank or asset manager.
  • Extensive practical experience in the application of stochastic modelling techniques to insurers' valuation, capital and risk management problems; Specific experience in the application of economic scenario generators highly desirable.
  • Broad understanding of modern financial mathematics (e.g. option pricing, hedging, stochastic processes, Monte Carlo simulation, interest-rate modelling)
  • In-depth knowledge of insurer's life insurance products, regulation and modelling methodologies.
  • Time series data and analysis, financial mathematics and stochastic modelling & experience with large financial datasets.
  • Strong programming experience (VB, C#, C++) and ideally some experience with R or MatLab (or similar statistical packages).
  • Ability to present complex technical solutions in simple terms


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 $3.6 billion in 2016, employs approximately 10,700 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.

MIS and MSS Candidates are asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.