Senior Economist - Credit Analytics

Moodys Economics logo

Moodys
West Chester - United States
S: Competitive

Role/Responsibilities
Moody's Analytics Economics Division, 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. You would be responsible for credit modeling, including the development, implementation, and validation of probability 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 industry players worldwide, which would involve 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. Economists and associate economists may report to you and rely on you for training and mentoring.

Qualifications
Candidates should have Ph.D. in Finance, Statistics, Mathematics, Economics or closely related field. Two to three years of industry experience in quantitative risk modeling is strongly preferred. Demonstrated knowledge of econometrics, stress testing, ability to communicate technical subject matter clearly and concisely to individuals from various backgrounds, and excellent writing, presentation and interpersonal skills are required.

Job summary

Employer:

Moodys

Location:

West Chester, United States

Education:

PhD/Doctorate

Sector:

Economist

Salary:

Competitive

Job Type:

Permanent

Hours:

Full-Time

Posted:

17th April 2017

Apply By:

12th May 2017

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