Assistant Director Data Scientist: Credit Risk & AI

Archer; New York (NY); On-site; USD 133,000 - 192,000; Full time

Benefits offered by this job

Insurance

Employee stock purchase plan

Job summary

Moody's Corporation seeks a quantitative modeling expert to advance credit analytics within the Credit Center of Excellence. You will collaborate across Moody's business lines to deploy innovative analytical solutions, drawing on large financial datasets and state-of-the-art methods.

Strong coding skills and AI knowledge are essential for improving predictive models and governance. With a focus on global credit analytics, you will contribute to model development, take ownership of data

Qualifications

• Master's degree in a quantitative field with 2 years of modeling experience.
• PhD preferred for advanced quantitative work.
• CPA preferred for accounting and financial statement fluency.
• Strong programming in Python or R and SQL.
• Experience with large-scale data tools and platforms.
• Familiarity with model risk governance standards.

Responsibilities

• Drive quantitative modeling innovation at Moody's COE to enhance analytics globally.
• Partner across Moody's lines to improve modeling frameworks.
• Design analytical solutions addressing complex financial problems.
• Build datasets from large, varied data sources and ensure data quality.
• Re-estimate and recalibrate models; analyze performance and methodology.
• Document models clearly for governance and client transparency.
• Communicate technical material clearly to diverse audiences.

Skills

Econometrics and statistics

Real-world data handling

Clear written communication

Python or R

AI tools proficiency

Cross-domain adaptability

AI risk awareness

Credit risk modeling

Accounting/financial statement fluency

Big data tools knowledge

Git/GitHub

Cloud platforms (AWS/GCP/Azure)

Model documentation familiarity

Education

Master's degree in quantitative field

Ph.D. in quantitative field

CPA (preferred)

Tools

Spark

Athena

Parquet

GitHub

AWS/Azure/GCP

Job description

Moody's Corporation seeks a quantitative modeling expert to advance credit analytics within the Credit Center of Excellence. You will collaborate across Moody's business lines to deploy innovative analytical solutions, drawing on large financial datasets and state-of-the-art methods.

Strong coding skills and AI knowledge are essential for improving predictive models and governance. With a focus on global credit analytics, you will contribute to model development, take ownership of data