VP-Business Analysis (Quantitative)

Skills and Competencies

• Highly organised and efficient, with ability to multi-task and manage multiple projects
• Strong oral and written communication skills, able to communicate clearly and succinctly
• Experience working with and leading self-directed teams
• Understanding of fixed income; understanding of structured finance is a plus
• Experience developing and/or documenting financial models and/or scorecards – credit risk, credit derivatives or structured finance a strong plus
• Understanding of model development including model design and implementation
• Strong analytical and quantitative skills, with a proven ability to analyze complex data and processes
• Good coding and development skills in VBA and Excel a plus
• Experience with mentoring or managing team members is a plus

Education

• MSc or PhD in relevant areas such as Economics, Finance, Statistics, Financial Engineering, Mathematical Finance, Mathematics
• 10+ years of working experience in related field

Responsibilities

The Model and Methodology Development Group at Moody's Ratings (MR) is a group of professionals who oversee the development and publication of all methodologies, models, scorecards, and tools for the rating agency. We are looking for an Vice President-Business Analysis in the Business Analyst Team to shape the future of Moody’s methodologies, models, scorecards and tools.

This is a good opportunity for a seasoned rating analyst with interest in model development to join a growing team where you will be expected to work on documentation, training, oversight and maintenance of the rating agency’s Credit Rating Models and Credit Rating Scorecard. You will also be expected to help draft requirements for the end-to-end model and scorecard development process and respond to requests from the Methodology Review Group and external regulators.

• Manage junior staff within the Business Analyst team
• Develop in-depth knowledge of our Moody's Credit Rating Models and Credit Rating Scorecards
• Assist model coordinators drafting requirements for the end-to-end process for new model and scorecard developments
• Create user guides and provide user training on new and existing Credit Rating Models and Credit Rating Scorecards
• Draft and review Model Specification Documents to ensure completeness and consistency
• Prepare and co-ordinate responses to model and scorecard related requests from external and internal parties, e.g. model support, regulatory requests
• Lead efforts and co-ordination around submissions of software updates for approval with the Methodology Review Group and co-ordinate with Risk Process Oversight for documentation of model errors
• Lead efforts on professional training of models and scorecards for rating teams and other analytical teams. You will also be expected to help rating teams to understand model and scorecard results as needed