• Full Time
  • Prague

Website Moody's Analytics

We trace our roots to Moody’s KMV and B+H research groups, pioneers in quantification of credit risk. We construct quantitative models that estimate default and recovery risk, price credit instruments, enable credit portfolio management, assess commercial real estate risk, and facilitate asset and liability management. Our objective is to create models that are accurate and forward-looking, yet practical, robust, and transparent.

Locations of the Research & Modelling team include San Francisco, New York, London, and Prague. The position offered is for our Prague office.


Job Description

Moody’s Analytics provides financial intelligence and analytical tools to help business leaders make better, faster decisions. Our deep risk expertise, expansive information resources, and innovative application of technology help our clients confidently navigate an evolving marketplace.

Moody’s Analytics’ Research & Modelling team is looking for a Research Associate, with quantitative background and interest in financial risk measurement & management.

The Research & Modelling team serves as the quantitative backbone to the credit and risk management solutions produced by the Banking RegTech, Insurance, and Risk & Finance Analytics groups. We share a passion for using our backgrounds in accounting, economics, finance, math, and machine learning to solve real world business problems. We focus on corporate and commercial real estate risk, portfolio management, asset-liability management, and insurance analytics and collaborate with teams that specialize in other types of risk modelling.

As a Research Associate, you will join a team which has a rich history of conducting cutting edge research and providing thought leadership in the field of credit risk. Papers published by our researchers can be found here: http://www.moodysanalytics.com/Insight/Quantitative-Research.aspx. As part of this team, you will have opportunities to contribute to further innovation in credit risk measurement and related areas of research.

What You Will Do:
You will conduct sophisticated theoretical and empirical research on measurements of credit risk, fixed income valuation, commercial real estate research, and enterprise risk management;
You will collaborate with other researchers and data analysts on research projects;
You will be instrumental in communicating, promoting, and championing our credit risk solutions throughout the organization;
You will engage with key internal sponsors from product and development teams;
You will bring complex data and quantitative solutions to life for non-technical audiences and provide technical support for client engagements.

A researcher with a strong background in quantitative research and knowledge of various quantitative methods including statistical analysis of financial and econometric time-series and familiarity with financial/economic data sources/databases;
Higher degree, Masters or Ph.D. or equivalent, in a quantitative field (e.g. economics, finance, physics, engineering, statistics, operations research, mathematic);
Excellent skills in tools and languages for quantitative analysis (e.g. R, Python, Matlab, C++, SQL);
Experience in financial research, econometric modelling, and financial modelling;
A collaborative mindset and interest in working with product and engineering teams to meet customer demands;
Comfortable in clearly communicating, both orally and in writing, complex technical issues to technical and non-technical audiences

To apply for this job please visit careers.moodys.com.