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Quantitative Credit Risk Modeler - Manager

Moody's

3.9

(9)

Heredia, Costa Rica

Why you should apply for a job to Moody's:

  • 78% say women are treated fairly and equally to men
  • 89% would recommend this company to other women
  • 100% say the CEO supports gender diversity
    • Ratings are based on anonymous reviews by Fairygodboss members.
  • Moody’s Women’s ERG seeks to enhance the recruitment, retention, promotion and professional development of female professionals.
  • RE-IGNITE is a paid 16-week return to work program designed for individuals wishing to restart their careers after a career break.
  • Commitment of $1 million over the next five years to promote equal justice and advancement of the Black community.

    • #28096092

    Position summary

    to be directly involved in the projects on design and development of models & risk management solutions in credit risk advisory. We are looking to add highly motivated and dedicated individuals to the team with a strong quantitative aptitude and complex business problem solving skills. It is a high visibility, fast growing team offering a highly challenging, innovative and dynamic work environment.

    Roles & Responsibilities

    • Delivering various projects such as PD, LGD, EAD, IFRS 9, stress testing, loan life-cycle models, and other Basel (or other regulations) related analyses

    • Onboarding and implementation of Moody's quantitative solutions for various credit risk regulations

    • Lead project streams, take ownership for deliverables associated with client engagements and provide direction to Associates in developing models, documentation, and presentations

    • Create confidence with clients and demonstrate subject matter expertise and a commitment to excellence to all current and prospective clients

    • Work closely with client engagement team and sales team, including developing and presenting pre-sales materials and client proposals

    • Demonstrate thought leadership and show initiative and creativity in designing solutions for unique client challenges

    • Understand the applicable regulations and incorporate them in the projects

    • Travel onsite to client locations and other Moody's offices as and when needed.

    Qualifications

    • 5-7 years of relevant experience
    • Engineering or Post-graduate in business/ statistics/ mathematics/ economics/ other quantitative disciplines from top tier institutes
    • Consulting firms/Analytics/Research firms specializing in Analytics or bank analytics teams
    • Strong credit risk analytics and model development skills with ability to coach/guide less experienced analysts
    • Experience with bank regulations and accounting standards, such as CCAR/DFAST, IFRS 9 / CECL, Basel II & III, model risk management
    • Strong organizational skills, attention to detail and the ability to manage multiple projects with tight deadlines
    • Strong communication (verbal/written and presentation) skills and experience Solid experience of leading teams and managing client relationships
    • Skills: SAS/SQL, MS Office (Excel, Access, PowerPoint), VBA, Python, R, Matlab
    • Certifications such as FRM, CFA and CQF are a plus

    Why you should apply for a job to Moody's:

  • 78% say women are treated fairly and equally to men
  • 89% would recommend this company to other women
  • 100% say the CEO supports gender diversity
    • Ratings are based on anonymous reviews by Fairygodboss members.
  • Moody’s Women’s ERG seeks to enhance the recruitment, retention, promotion and professional development of female professionals.
  • RE-IGNITE is a paid 16-week return to work program designed for individuals wishing to restart their careers after a career break.
  • Commitment of $1 million over the next five years to promote equal justice and advancement of the Black community.