Assistant Director - Research
- $106,950.00 - 194,720.00 / Year *
- 224 Seneca Ave
- San Francisco, CA 94112
* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.
Work closely with senior staff members, researchers and business analysts to assess clients' business needs relative to the development, customization, and implementation of sophisticated risk management solutions. Representative projects include CCAR/DFAST stress testing, PD/LGD/EAD model design and implementation, credit impairment analysis, and Solvency II related modeling Conduct the quantitative components of the projects Work with empirical researchers and data analysts to turn sophisticated research findings into applicable solutions with a particularly focus on the implementation and deployment of software for the purpose of regulatory reporting and credit risk analysis. Interpret risk metrics, create presentations and reports on analytic findings, hold discussions with internal stakeholder and clients. Qualifications Required Master or Ph. D degree in Mathematics , Statistics, Operational Research or Computer science or a closely related field Strong quantitative and problem solving abilities Strong communication (verbal and presentation) skills and experience collaborating on software implementation projects are essential Strong programming skills including experience with object oriented programming languages. Knowledge of C++ is essential where knowledge of C# and Java, including JNI and Scala are a strong plus Knowledge and experience of Python is a strong plus including integration of multiple languages such as interfacing Python with C/C++ Knowledge of AWS S3 and Athena, Docker and more generally familiarity with cloud computing is a plus Experience with statistical analysis and programming/prototyping tools such as Excel, Excel VBA and R are a plus Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, sex, gender, age, religion, national origin, citizen status, marital status, physical or mental disability, military or veteran status, sexual orientation, gender identity, gender expression, genetic information, or any other characteristic protected by law. Moody's also provides reasonable accommodation to qualified individuals with disabilities in accordance with applicable laws. If you need to inquire about a reasonable accommodation, or need assistance with completing the application process, please email ...@moodys.com.. This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications. For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance. For New York City positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the New York City Fair Chance Act. For all other applicants, qualified applicants with criminal histories will be considered for employment consistent with the requirements of applicable law. Click here to view our full EEO policy statement. Click here for more information on your EEO rights under the law. Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's 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.
Assistant Director - Research
Associated topics: circuit, c#, electronic engineering, linux, machine learning, photonics, python, radar, schematic, software