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Senior Economist

Moodys Economics logo

Moodys
West Chester - United States
S: Competitive

Role/Responsibilities

Moody's Analytics located in West Chester, PA is a leading independent provider of economic, financial, country, and industry research designed to meet the diverse planning and information needs of businesses, governments, and professional investors worldwide

Responsible for credit modeling, including the development, implementation, and validation of probarbility of default (PD) and loss given default (LGD) models using state-of-the-art statistical and econometric techniques. Emphasis is on retail credit but with some exposure to corporate and other forms of risk modeling in partnership with sister companies within Moody's. You would also be responsible for forecasting and simulation exercises, with emphasis on stress testing under alternative scenarios; contract consulting work with major financial institutions and other industry players worldwide. The successful applicant would be involve in proposal writing, modeling specification, estimation and validation, final reports and documentation writing; meeting with clients to discuss proposed and current projects; making presentations at conferences; and general client service, including serving as primary point of contact for credit modeling issues.

Qualifications

The ideal candidate would have a Master's degree with experience, or Ph.D. in Finance, Statistics, Mathematics, Economics or other closely related field. Industry experience in quantitative risk modeling and/or loss forecasting is preferred though candidates with strong analytical backgrounds and programming skills will be considered. Ability to communicate technical subject matter clearly and concisely to individuals from various backgrounds is a plus. Excellent writing, presentation, project management and interpersonal skills are required.

Job summary

Employer:

Moodys

Location:

West Chester, United States

Education:

Master's Degree

Sector:

Finance Economist

Salary:

Competitive

Job Type:

Permanent

Hours:

Full-Time

Posted:

25th August 2015

Apply By:

22nd September 2015

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