Principal Financial Engineer- Model Development

About the role

By joining our team, you will be part of exciting work in quantitative modelling and credit risk analytics within a global ratings organization, with increasing collaboration across regions and a growing footprint in our Bangalore office. Moody’s is an equal opportunity employer. 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.

What you'll do

• Lead quantitative model logic design and analytical direction for credit rating models, ensuring consistency and quality
• Manage and develop resources effectively, execute multiple projects at one time
• Prioritize and organizing developments, provide timing estimates, monitor execution
• Own and set direction for quantitative business logic design across credit rating models
• Present and communicate business logic design with stakeholders, engaging with rating analysts to build understanding and validate draft logic

What you need

• 10–18 yrs of experience
• Credit risk
• Capital markets
• Statistics
• Physics
• Compliance
• M.Sc or PhD

Good to have

• C#
• C++
• VBA
• MATLAB