Credit Analyst/Economist

Moodys
West Chester - United States
S: Competitive

Role/Responsibilities

Moody's Analytics Credit Analytics Division, located in West Chester, PA, is a leading independent provider of consumer credit research and consulting designed to meet the diverse needs of businesses, banks, credit unions, other lenders worldwide. You would be responsible for credit modeling, including data analysis and the development, implementation, and validation of probability of default (PD), loss given default (LGD), and exposure at default (EAD) models using state-of-the-art statistical and econometric techniques. Emphasis is on consumer credit but with some exposure to corporate and other forms of risk modeling in partnership with sister departments within Moody's Analytics. You would also be responsible for other forecasting and simulation exercises, with emphasis on stress testing under alternative scenarios and IFRS9 and CECL; contract consulting work with major financial institutions and other industry players worldwide. The successful applicant would be involved in data analysis, model development, estimation and validation, final reports and documentation writing; meeting with clients to discuss current projects; making presentations; and general client service, including serving as part of a team to meet client needs for credit modeling issues.



Required Qualifications

The ideal candidate would have a Master's degree in Statistics, Mathematics, Physics, Data Science, Economics or other closely related field. At least 2 years of industry experience in quantitative risk modeling and/or loss forecasting and/or data science is preferred. Candidates with strong analytical backgrounds and programming skills in R, Stata, SAS, Python will be preferred. Ability to communicate technical subject matter clearly and concisely to individuals from various backgrounds is a plus. Excellent presentation, writing, time management and interpersonal skills are required.

Preferred Qualifications

Ability to communicate technical subject matter clearly and concisely to individuals from various backgrounds is a plus.

Job summary