Financial Engineer at Moody's in San Francisco, California

Role/Responsibilities

We are looking for a financial engineer to join the modeling team within the Structured Finance Content Production group.

Modeling team is primarily responsible for cash flow and compliance test modeling for various global securitization deal libraries (ABS, RMBS, CMBS, CLO) using our in-house proprietary modeling and updating tools.

A financial engineer in the modeling team will be responsible for creating and maintaining cash flow and compliance test models of structured finance deals in order to increase the coverage of various global securitization deal libraries.

In this role, you will be expected to collaborate with other financial engineers, data team, customer support team, and developers from multiple locations globally in order to improve the quantity and quality of our content offerings as well as the efficiency of our business processes.

• Develop and maintain complex cash flow projection models (including deal structure set up) for global securitization transactions using our proprietary software.


• Develop and maintain quality and compliance test models for global CLO transactions using our proprietary software.


• Interpret and analyze legal documents on complex financial structures to model cash flow and compliance test.


• Participate in quality and productivity enhancement projects.


• Participate in modeling and updating tool development and enhancement.


• Work closely with customer success teams regarding client challenges, new feature developments, and new securitization product analysis in the market.

Qualifications

• Master's or Bachelor's degree in Economics, Finance, Financial Engineering, Statistics, Math or related quantitative field.


• 2+ years' experience in the securitization arena.


• Excellent verbal and written communication skills.


• Attention to detail and ability to work and learn independently.


• Strong quantitative and problem-solving abilities.


• Strong Excel skills including VBA is required.


• Experience with scripting and/or programing skills such as Python, C#, C/C++.


• Experience with database query language (SQL Server, Postgres) preferred.