Associate Financial Engineer

Gurgaon, Haryana
Permanent
Full-time

14 days ago

At Moody's, we unite the brightest minds to turn today's risks into tomorrow's opportunities. We do this by striving to create an inclusive environment where everyone feels welcome to be who they are-with the freedom to exchange ideas, think innovatively, and listen to each other and customers in meaningful ways.If you are excited about this opportunity but do not meet every single requirement, please apply! You still may be a great fit for this role or other open roles. We are seeking candidates who model our values: invest in every relationship, lead with curiosity, champion diverse perspectives, turn inputs into actions, and uphold trust through integrity.JOB DESCRIPTIONSkills and CompetenciesLooking for candidates with experience 1 to 2 years
Having good knowledge around structured finance (preferably)
Preferred Programming Skills (SQL, VBA, Python, Java Script, C++)
Person should be Problem Solving ,Analytical Thinking , Attention to Detail.EducationMaster Degree ( preferably in finance domain)ResponsibilitiesMBS Cash Flow modelling team is responsible for cash flow modelling, updating, monitoring of data models related to mortgage backed security transactions. You will be expected to collaborate with other financial engineers, data team, vendors and developers from multiple locations globally in order to improve the coverage and quality of our content offerings as well as the efficiency of our business processes.An Associate Financial Engineer in the team will be responsible for cash flow modelling of newly issued/client requested deals in order to increase the coverage of proprietary library. Role also requires data updating of existing models on monthly basis and maintain/monitor the data models of Mortgage backed pass through securities. You will be expected to collaborate with other financial engineers, data team, vendors and developers from multiple locations globally in order to improve the coverage and quality of our content offerings as well as the efficiency of our business processes.With good understanding of the structure and cash flow feature of the securitization transactions in various asset classes, you will be expected to contribute to cross-training within the team, and expected to work closely with client support teams and asset class desks regarding client challenges, new feature developments and analysis of new securitization products in the market.

Develop complex cash flow projection models for US securitization transactions using our proprietary software.
Update data and maintain quality of existing cash flow models and data models.
Participate in quality and productivity enhancement projects.
Participate in modelling and tool development and enhancement.
Work closely with developers regarding bugs, client support teams regarding client challenges, new feature developments, data updating and new securitization product analysis in the market.

QualificationsMaster's degree in Finance, Engineering, Statistics, Math or related quantitative field and 1 to 2 years (approx.) experience in the securitization field.

Good verbal and written communication skills.
Experience in Structured Finance field (CLO, RMBS, CMBS or ABS) is a must. Candidate must understand the fundamentals around these structures.
Background in MBS asset class is preferable.
Strong quantitative and problem-solving abilities.
Experience with Data tools, scripting and/or programming skills such as SQL, Python, VBA, C#, Java Script is highly desirable.
Attention to detail and ability to deliver outputs accurately within the stipulated timeframe.
Excellent team player and able to work with different people/teams.

Candidates might be tested on their problem-solving skills and ability to write code.

About the teamTeam is part of Structured Finance Content Production Group responsible for creating content for wide in-house library of RMBS, CMBS, ABS and CLO products for both US and EMEA region. Team comprises highly qualified people, who are passionate about work and serving clients globally. By joining our team, you will be part of Asset Management OU at Gurgaon, India.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.

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