Assistant Director, Risk Advisory (Credit Portfolio Modelling)
Job Description The Risk & Finance Analytics (RAFA) team in Moody's Analytics helps institutions quantify and manage credit risk. The RAFA team is composed of experienced consultants and practitioners working with and drawing on the insight and expertise of our world-class analytics, data, and software technology platforms. Our product solutions include PD, LGD, and Portfolio models, while representative engagements include IFRS 9 impairment advisory and modeling, Basel implementation, economic capital analysis, PD/LGD/EAD modeling, and risk-based pricing.
The Assistant Director position is a client-facing role, focused on assessing clients' business needs relative to the development, customization, and implementation of sophisticated credit risk management solutions. The ideal candidate will have a strong knowledge of Credit Portfolio Analytics. Candidates who have gained experience in analytics in other areas, such as Market Risk, Stress Testing, Capital Management, Impairment or Asset-Liability Management will also be considered. Through partnering with various Moody's Analytics teams, the candidate will work with clients for whom we will design and deliver Credit risk measurement solutions consisting of both product and bespoke models. It is expected that the successful candidate will quickly grow into such role. Travel may be required to support sales and services delivery. Fluency in both Japanese and English is required.
Participate in project implementation and execution, in order to implement Moody's Analytics Credit Portfolio Analytics solutions.
- Build relationships and act as a bridge between MA Product Managers, Data Consortium managers, consultants, sales team and clients.
- For Moody's Analytics RAFA Solutions: Establish, build, document, and promote expert knowledge concerning our practice and solutions
- Participate in the implementation and execution of projects to existing and new clients
- Contribute to increasing both RAFA Services and Product revenue
- Facilitate and support the sales process of RAFA solutions (software and advisory) in Japan
- Represent the MA Organization and RAFA products and services at conferences / industry events
- Requires a Bachelor's degree (Masters a plus) in Finance, Business, Engineering or a related quantitative field
- Relevant professional designations (e.g., CFA, FRM and/or PRM) are also a plus. 5+ years of relevant professional work experience. Strong written communication, live presentation and project management skills are required.
- Possess academic training or experience with: Various statistical analyses (e.g., regression analysis, Monte Carlo simulation, etc.) The current financial regulatory landscape (Basel, IFRS9, CCAR frameworks, etc.)
- Experience with the following is preferred: Credit Portfolio Modeling or Economic Capital modelling, Credit risk modeling (PD/LGD/EAD), stress testing, , IFRS9 modeling, commercial credit underwriting and financial statement analysis, statistical analysis on large, complex datasets MATLAB, SAS or WPS (or similar statistical analytic tools)
- Proven track record working in the financial services industry or leading consulting company.
- Hands on project management experience preferably developed within a consulting and product management environment
- Proven ability to run or participate in meetings with senior business management
- Excellent communication skills (verbal and written) with ability to convey complex ideas to all levels of an organization
- Ability to develop high quality thought leadership on a regular basis i.e. white papers, presentations
- Team player with management skills and the ability to lead others
- Fluency in both Japanese and English is required.
Moody's 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 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.