Assc Dir Analytics & Modeling

Moodys Analytics, Inc. - Assc Dir- Analytics & Modeling (New York, NY) Duties: Conduct theoretical and empirical research to measure credit risk and fixed income valuation for integration into prototypes and software solutions. Collect, clean, and analyze large financial and economic datasets; apply statistical, time series, and machine learning methods for risk measurement and regulatory reporting. Build, test, and validate financial and statistical models for portfolio valuation, stress testing, and impairment analysis. Translate research findings into practical solutions by collaborating with quantitative researchers, data scientists, engineers, and product teams. Implement and integrate research methodologies into prototype systems and deploy validated solutions into production software. Utilize cloud-based and collaborative platforms, including AWS and GitHub, to support model development, testing, and deployment. Assist clients in implementing portfolio and valuation frameworks; provide technical guidance on credit risk, regulatory methodologies, and model applications. Prepare and deliver presentations and written reports to internal and external stakeholders on research results, model outputs, and risk metrics. Collaborate with product management, software development, client support, and sales teams to align research solutions with business and client needs. Maintain and enhance methodologies, models, and software supporting stress testing, impairment modeling, and structured asset portfolio risk assessment. Requirements: Requires a Masters degree or foreign equivalent in Financial Engineering, Mathematical Finance, or a closely related quantitative field. Must have academic training or experience in each of the following: mathematical finance, probability theory, stochastic calculus, fixed income valuation, statistics, and time series analysis; conducting research in risk management, corporate finance, or asset pricing; programming and statistical analysis using R, Python, and SQL; working with large financial databases, including Refinitiv, Bloomberg, CRSP, or related; machine learning methods and their application to financial and economic data; and use of cloud-based or collaborative platforms, including AWS and GitHub. For US-based roles only: the anticipated hiring base salary range for this position is $126,963 to $230,900/yr, depending on factors such as experience, education, level, skills, and location. This range is based on a full-time position. In addition to base salary, this role is eligible for incentive compensation. Moodys also offers a competitive benefits package, including not but limited to medical, dental, vision, parental leave, paid time off, a 401(k) plan with employee and company contribution opportunities, life, disability, and accident insurance, a discounted employee stock purchase plan, and tuition reimbursement. To apply, please submit resume through careers.moodys.com or via e-mail at hrbox28@moodys.com. Please refer to Job Ref. 12746.