Job: Senior Quantitative Analyst

Moody's Investors Service, 7 WTC at 250 Greenwich Street, NY, NY 10007. Phone: (212) 553-0300 www.moodys.com

Senior Quantitative Analyst

Opportunity for a senior quantitative analyst to lead the research and model development for calculating the financial risks of fixed income assets. The ideal candidate will be familiar with modeling techniques, performance analytics and structured finance and will be able to work in a team environment. The candidate will also be involved in creating research publications and presentations related to the models .

Requirements: Applicant should have a PhD in a quantitative discipline and 6+ years of demonstrated research experience developing quantitative models in the fixed income market. Knowledge of Econometrics, Mathematical Modeling, Term Structure modeling and Monte Carlo Methods is a must. CDO/CDS modeling and valuation a plus. Experience with statistical modeling platforms such as S-plus or SAS applied to large data-sets is desirable. The ideal candidate will also have ability to write technical research, and have had experience in effectively managing a team of quantitative analysts. New York, NY.

Salary: Competitive

To apply: Please email resumes to HrBox1@moodys.com with Senior Quant Analyst in the Subject Line