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Associate
Moody's
New York, NY, United States
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Role/Responsibilities
MAKS is looking for a highly motivated and dedicated individual for its Risk Management Services practice in New York, US. We are looking for individuals with a strong quantitative aptitude, along with valuation & market risk modelling experience.
The individual will be responsible for assisting in growing the market risk practice in US, and lead market risk, pricing quant, ALM modelling teams in delivering various analytical projects & teams. This would require the individual to understand regulatory guidelines and advice clients on their implementation – Basel II.5, FRTB, IRRBB, MRR.
That apart, the individual should also assist sales with business development in US region, build strong relationship with clients, and hire suitable team members keeping tactical and strategic needs in mind.
Qualifications
• 5-8 years of relevant experience
• PhD or Post-Graduate Degree in Business/ Statistics/ Mathematics/ Economics/ other quantitative disciplines would be preferred.
• Worked closely with MRM teams of banks in either validating models, or in vetting model documentation
• Testing and/or validating pricing and market risk vendor models like Blackrock, MSCI, Markit, Sungard APT
• Pricing model development and/ or market risk model development/validation, enabling a clear understanding of the modelling skills required for regulatory risk calculations viz. VaR, IRC/ DRC, RNIV, behavior models/ NMD models
• Strong knowledge and experience with financial instruments across asset classes and their pricing methodologies
• Knowledge of quantitative methods – time series analysis, PDE, stochastic calculus, FDM, numerical methods
• Strong problem solving and technical skills
• Programming skills: C++ or Java/ any object oriented language, R, Matlab, Python
• Strong verbal and written communication skills
• Certifications such as CQF, FRM and CFA will be a plus
Department/Team
Moody’s Analytics Knowledge Services (MAKS) (subsidiary of Moody’s (NYSE: MCO)) the leading provider of advisory and managed services to the global financial companies. We have our offices across the globe in US, UK, UAE, Hong Kong, Mauritius, India, Sri Lanka, China, and Costa Rica.
Working at Moody's
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 $4.2 billion in 2017, employs approximately 11,900 people worldwide and maintains a presence in 41 countries. Further information is available at www.moodys.com.
EEO Policy
Moody’s is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, sex, gender, age, religion, national origin, citizen status, marital status, physical or mental disability, military or veteran status, sexual orientation, gender identity, gender expression, genetic information, or any other characteristic protected by law. Moody’s also provides reasonable accommodation to qualified individuals with disabilities in accordance with applicable laws. If you need to inquire about a reasonable accommodation, or need assistance with completing the application process, please email accommodations@moodys.com.. This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications.
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Securities Trading Policy (STP)
Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody’s Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.