Economist

Moodys
Prague - Czech Republic
S: Competitive

Role/Responsibilities

Econometric modelling and coding, forecasting under alternative scenarios; Risk modelling, including the development, implementation, and validation of credit risk models using state of the art statistical and econometric techniques; Documentation, including model specification, estimation and validation. Client satisfaction, including speed and quality of responses to our clients. Internal and external presentations.

Qualifications
Strong academic background - Ph.D. or Masters in Economics, Finance, Statistics or Mathematics (or related subjects) from a top school is essential.
Experience in quantitative modelling is required.
Credit risk modelling and econometric analysis are essential. Knowledge of quantitative techniques and the ability to communicate technical subject matter clearly and concisely. Strong programming skills in STATA, MATLAB, R, E-Views, Fortran, SAS or similar statistical platforms.
Good written and excellent communication and organisational skills.
Good interpersonal skills and the ability to build strong professional relationships at all levels Client focused.
Team player.
Highly organised and efficient.
Excellent attention to detail.
Ability to work pro-actively and multi-task.
Ability to work to tight deadlines.
Ability to work using own initiative and without close supervision.
Well-developed IT skills including Email, Word, Excel and PowerPoint.

Job summary