I have an upcoming interview at a ratings agency dealing with credit policy.I just graduated with an MFE and know the basics of quant work, but what specifically does a job at a ratings agency require and what skills are used? I suspect that I should be brushing up on stats? Time-series? Credit derivatives?

Why in the world would you want to work at a ratings agency? With an MFE, I'd expect you to be smart enough to know that that is a terrible job.

ratings agency: you can make more USD waiting on tables at a top restaurant that serves investment bankers on wall street

I'm afraid that I have to agree with HTFB and KT that ratings agencies are amongst the worst payers for quants and the better you are at your job, the less you will enjoy the work.There is a small edge case where if you are a well known figure you can get good money so that they can use your name.A good analogy is Tom Clancy, he has written some of the most successful thrillers ever, 4 of which have been made into successful films.But someone offered him a good price and apparently he has sold all the rights to his own name which is now stuck on rather inferior books and mildly successful video games.You may of course not be a fan of Mr. Clancy, but whatever you think of his books, the franchise novels are worse.But...As a headhunter I know that the intersection of the market, and what a candidate can offer is not always a dream job, and Nattie's comment that he 'knows the basics of quant work' supports the idea that this is a valid option for him.RA's like reliable, but flexible people, and in any interview it is always good to cite examples.So you have to show that you can faithfully carry out procedures set up by your bosses without making stupid errors, and without even for one moment thinking of your own personal integrity.A good hypothetical example would be where you were relied upon to collate the statistics for some school sports which you did correctly, but when the team coach asked you to change the results of a particular player because it would be more fair to state he had scored more often than he really had, you understood that truth is what management tells you it is.

QuoteOriginally posted by: KackToodlesratings agency: you can make more USD waiting on tables at a top restaurant that serves investment bankers on wall street Wait isn't that pretty much the same job?

QuoteOriginally posted by: HansiQuoteOriginally posted by: KackToodlesratings agency: you can make more USD waiting on tables at a top restaurant that serves investment bankers on wall street Wait isn't that pretty much the same job? the food in the restaurant is better and the guests are prettier.