At Moody's, we unite the brightest minds to turn todays risks into tomorrows opportunities. We do this by striving to create an inclusive environment where everyone feels welcome to be who they arewith the freedom to exchange ideas, think innovatively, and listen to each other and customers in meaningful ways. Moodys is transforming how the world sees risk. As a global leader in ratings and integrated risk assessment, were advancing AI to move from insight to actionenabling intelligence that not only understands complexity but responds to it. We decode risk to unlock opportunity, helping our clients navigate uncertainty with clarity, speed, and confidence.

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. 

Skills and Competencies

• Working knowledge of 2 of the following technologies: Python, C#, Matlab, R, C++, VBA
• Experience in structured finance and cash flow modelling is a strong plus
• Working knowledge of Moodys Structured Finance Workstation (SFW) preferred
• Hard working, prudent, collaborative, and willingness to learn new technologies
• Basic understanding of artificial intelligence concepts, with curiosity and enthusiasm for learning how AI tools can be used to improve processes and drive efficiency
• Interest in exploring AI systems and a willingness to develop awareness of responsible AI practices, including risk management and ethical use

Education

• Bachelor/Master degree in Applied Mathematics, Financial Engineering, Econometrics, Statistics, Finance, Physics, or Business preferred
• 0-3 years of overall experience in credit risk modeling

Responsibilities

Support the validation of Moodys rating models by building and testing cash flow prototypes, verifying model accuracy, and collaborating with analysts and developers.

• Verify and enhance the financial models underlying Moodys rating methodologies
• Build complex cash flow models using Moodys proprietary software for verification purpose
• Implementing model testing procedures and developing analytical projects to confirm the ability of financial models to assess credit risk
• Building financial model prototypes, implement validation procedures, and assist with the implementation of new control processes for rating models and scorecards
• Support in research and validation projects
• The position requires collaboration with rating analysts, model development team and research groups

About the Team

Model Verification Team provides assurance that the computer code of Credit Rating Quantitative Tools used in the rating process have been built, and operate, as the designer intended. Our team aims at minimize the chance of model error and establish the best practice in modelling. The scope of the team includes Credit Rating Models, Credit Rating Scorecards, Other Credit Rating Quantitative Tools, Tools used in Other Permissible Services and Research Transparency Assessments, as well as cashflow models for certain Structured Finance Asset classes. By joining our team, you will be part of exciting work in Vilnius, Lithuania.

Annual base salary gross: 44,200.00 to 70,800.00. Applicable to Lithuania candidates: The base salary range represents the low and high end of the Moodys salary range for this position. Actual salaries will vary and will be based on various factors, such as candidates qualifications, skills, and competencies. The salary is one component of Moodys total compensation package for employees. Other rewards and benefits include the following: Medical, Personal Accident, Life Insurance and Time Off.

Moodys 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 Moodys 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.