Let's begin! Associate Director Research

At Moodys we unite the brightest minds to turn todays risks into tomorrows opportunities. We do this by striving to create an inclusive environment where everyone feels welcome to be who they arewith the freedom to exchange ideas think innovatively and listen to each other and customers in meaningful ways. Moodys is transforming how the world sees risk. As a global leader in ratings and integrated risk assessment were advancing AI to move from insight to actionenabling intelligence that not only understands complexity but responds to it. We decode risk to unlock opportunity helping our clients navigate uncertainty with clarity speed and confidence.

If you are excited about this opportunity but do not meet every single requirement please apply! You still may be a great fit for this role or other open roles. We are seeking candidates who model our values: invest in every relationship lead with curiosity champion diverse perspectives turn inputs into actions and uphold trust through integrity.

An opportunity to work at the forefront of research into Moodys Analytics cutting-edge credit modelling and scenario generation suite of solutions. Join a global team of leading risk management professionals from a diverse set of academic and professional backgrounds.

Our products and services are deeply embedded across the financial sector. A culture emphasising partnership with our clients and the value of innovation and thought leadership pervades our business objectives and the day-to-day work that we do. As a research member of the Insurance Asset Risk Modelling team you will be exposed to a broad range of challenges ranging from deeply technical model research to highly focussed client driven project work.

This role will involve working on a newly developed credit risk product which integrates Moodys long-standing expertise in structural credit modelling in an integrated risk framework which leverages Moodys award-winning Scenario Generator solution for broader interest rate and market risks. This modelling is applied across a range of credit asset classes (including structured products and private markets) while also capturing other key market risks like yield curve sensitivities and FX exposures. Our clients typically model these risks within a broader Asset Liability and Economic Capital framework.

Responsibilities of this role will include

• Prototype & develop analytic and quantitative financial models. Review financial analytics requirements.
• Contribute and lead research projects and development initiatives focused on improving our products.
• Where appropriate engage in detailed review and development activities of others work to ensure that the team meets its goals.
• Write and review model and technical product documentation
• Collaborate with members of Research and Product Management teams to develop testing plans testing strategy and statistical benchmarks for testing. Create test cases execute tests analyse testing results and provide reports to the project team
• Provide advanced level support on quantitative modelling questions to clients
• Supporting the advisory services and sales teams by engaging with clients and prospect on deep dive modelling topics and product expertise.

Qualifications

• A good first degree in a numerical discipline for example: finance or other highly quantitative subject (physical sciences maths data science economics). Ideally a post-graduate (MSc or PhD) qualification in a numerical discipline
• Knowledge or experience in the following areas:
  • Structural credit modelling including Merton and Distance to Default credit modelling
  • Time series data and analysis financial mathematics and stochastic modelling.
  • Ideally experience of using economic scenarios or scenario generation software and its application to asset risk modelling workflows
• Strong quantitative developer skills. Ideally with experience of programming in Python and familiarity with leveraging AI coding agents in an integrated development environment. We also use C# and MATLAB extensively.
• Strong communication presentation and interpersonal skills with the ability to communicate complex concepts both internally and externally to different stakeholders with varying levels of technical knowledge.
• Experience in working in a collaborative project environment with multi-disciplinary teams (e.g. product management develop teams operations technology business analysis etc.)

The Department / Team

The Moodys Insurance Solutions team supports the insurance industry through the delivery of award-winning solutions supporting regulatory compliance financial reporting investment and helping firms to develop deeper business insight.

A key element of our offering is our ability for subject matter experts to engage effectively with our customers on a regular basis. This engagement supports a number of objectives ensuring customer satisfaction through effective solution delivery and issue resolution and continuously developing our understanding of customer needs - helping us to establish long-lasting and mutually beneficial relationships with our customers.

Moodys is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race color religion sex national origin disability protected veteran status sexual orientation gender expression gender identity or any other characteristic protected by law.

Candidates for Moodys Corporation may be asked to disclose securities holdings pursuant to Moodys Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy including remediation of positions in those holdings as necessary.