A challenging role in Moody's Predictive Analytics team in Prague, focusing on critical assessments of corporate risk models. The position requires a strong quantitative background with expertise in data analysis, model validation, and risk assessment for major banks and regulatory institutions.
Primary responsibilities include performing critical assessments of corporate risk models, constructing challenger models, scrutinizing model limitations, and communicating validation results to key stakeholders. Analysts will engage in detailed model validation, generate comprehensive reports, and help automate validation workflows.
Required experience includes a Master's degree in Economics, Finance, Statistics, Mathematics, or Data Science, with strong foundations in quantitative modeling and econometrics. Candidates must demonstrate proficiency in programming languages like R and Python, experience with collaborative tools like GitHub, and ability to handle complex datasets from diverse sources.
Moody's offers a dynamic, multicultural work environment that values innovation, diverse perspectives, and continuous learning. The role provides opportunities for professional growth, exposure to global projects, and the chance to contribute to meaningful risk assessment work in the financial sector. The company emphasizes an inclusive culture that encourages intellectual curiosity and problem-solving skills.
