Analytics & Modeling Analyst
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
TL;DR
Analytics & Modeling Analyst: Supporting validation and building complex cash flow and financial models for credit rating methodologies with an accent on structured finance and AI integration. Focus on verifying model accuracy, implementing validation procedures, and collaborating with analysts and developers to ensure model reliability.
Location: Vilnius, Lithuania
Salary: €42,100 to €67,500 per year
Company
is a global leader in ratings and integrated risk assessment advancing AI to transform risk insight into action.
What you will do
- Verify and enhance financial models underlying Moody’s rating methodologies.
- Build complex cash flow models using proprietary software for verification purposes.
- Implement model testing procedures and develop analytical projects to assess credit risk.
- Build financial model prototypes and assist with new control processes for rating models and scorecards.
- Support research and validation projects in collaboration with rating analysts and model development teams.
Requirements
- Location: Must be based in Vilnius, Lithuania
- Bachelor/Master degree in Applied Mathematics, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred.
- 0-3 years of experience in credit risk modeling.
- Working knowledge of at least two of the following: Python, C#, Matlab, R, C++, VBA.
- Basic understanding of AI concepts and enthusiasm for responsible AI practices.
- Experience in structured finance and cash flow modeling is a strong plus.
Nice to have
- Experience with Moody’s Structured Finance Workstation (SFW).
Culture & Benefits
- Medical, Personal Accident, Life Insurance coverage.
- Time Off benefits.
- Inclusive and collaborative work environment.
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