Research Software Engineer

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.

Skills and Competencies

• High-Performance Computing (HPC): Experience with high-performance computing environments and parallel computing techniques.
• Programming Proficiency: Proficient in Julia Programming Language, with experience in scientific computing (Python, R).
• Analytical Skills: Strong analytical and problem-solving skills, with the ability to work independently and as part of a multidisciplinary team.
• Communication Skills: Excellent communication skills, both written and verbal, with the ability to convey complex technical concepts to non-technical stakeholders.
• Adaptability: Willing to learn new technologies and capable of self-directed learning.
• Team Collaboration: Works well in a fast-paced team environment; able to work under pressure to meet tight deadlines.

Education Required: Minimum Master’s degree in Computer Science, Engineering, or a related STEM field.

Responsibilities

General Nature and Purpose of Job: Develop and optimize catastrophe models in Julia, ensuring they are scalable, efficient, and reliable within an HPC environment.

Key Responsibilities:

• Model Development: Develop and optimize catastrophe models in Julia, ensuring they are scalable, efficient, and reliable within an HPC environment. Collaborate with cyber risk modelers to understand research objectives and translate them into high-performance computational models, including feedback on requirements from a technical perspective and estimates for tasks. Implement and refine Monte Carlo simulation techniques to enhance model accuracy and performance.
• Software Development Lifecycle: Participate in the software development lifecycle, from design and development to testing, deployment, and maintenance. Engage in code reviews and provide constructive feedback to team members. Maintain technical documents.
• Continuous Learning: Stay abreast of the latest developments in software engineering, cybersecurity, and risk modelling, and incorporate best practices into projects.

About the Team

Within the Model Development Department, the Cyber Risk Modelling team is at the forefront of integrating the latest scientific results with insurance solutions, specializing in developing state-of-the-art catastrophe models to assess and quantify cyber risks. Our dedicated team of researchers and engineers collaborates in a high-tech, dynamic environment to pioneer tools and methodologies that shape the future of the insurance industry. We leverage cutting-edge technologies and computational techniques to better understand and model cyber threats, ensuring our clients are well-prepared for the challenges of tomorrow.

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.