AVP-Analytics & Quantitative Modeling

Moody's Investors Service; New York (NY); On-site; USD 159,200 - 230,900; Full time

Job summary

Moody's Investors Service is seeking an AVP-Analytics & Modeling to lead development, calibration and enhancement of quantitative credit rating models. You will apply econometric and mathematical techniques, partner with cross-functional teams, and contribute to AI-driven innovation in credit analytics across asset classes.

The role requires a PhD or Master's in a quantitative field and 5+ years of related experience.

Qualifications

• PhD or Master’s degree in Finance, Financial Engineering, Mathematical Finance, Economics, Mathematics, Statistics, Physics, Data Science, Engineering or Computer Science.
• Experience applying statistical, econometric or machine learning techniques to analytical problems.
• Excellent written and verbal communication for diverse audiences.
• Self-motivated, collaborative and detail-oriented with multiple priorities.

Responsibilities

• Lead the development, calibration, maintenance and enhancement of quantitative credit rating models and scorecards.
• Apply statistical, econometric and mathematical techniques to support model design and validation.
• Partner with methodology and quantitative teams to translate business needs into analytical solutions.
• Conduct research on new modelling approaches, data sources and AI applications to improve model quality.
• Prepare documentation to support governance, validation and transparency.

Skills

Quant modelling

5+ years experience

ML techniques

Programming languages

Structured finance familiarity

Communication skills

Analytical skills

Collaboration mindset

AI concepts

Education

PhD or Master's in quantitative field

Tools

MATLAB

Python

R

VBA

C#

Job description

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. Moody’s is transforming how the world sees risk. As a global leader in ratings and integrated risk assessment, we’re advancing AI to move from insight to action—enabling 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.

Skills and Competencies

• Strong understanding of quantitative modelling principles and best practices, including model design, calibration, performance assessment and implementation
• 5+ years of experience in quantitative modelling, statistical analysis, model development, model validation or related analytical roles within financial services
• Experience applying statistical, econometric or machine learning techniques to solve complex analytical problems
• Proficiency in programming languages or analytical softwares, such as MATLAB, Python, R, VBA or C#
• Familiarity with structured finance, credit risk modelling or rating methodologies is preferred
• Excellent written and verbal communication skills, with the ability to explain complex quantitative concepts clearly to diverse audiences
• Strong analytical, organizational and problem-solving skills with careful attention to detail and the ability to manage multiple priorities
• Self-motivated and collaborative team player with a continuous learning mindset and a willingness to explore new analytical approaches and technologies
• Demonstrated proficiency in artificial intelligence concepts, proven ability to implement AI-powered solutions to solve business challenges. Demonstrates a growing awareness of AI risk management and a commitment to responsible and ethical AI use

Education

• PhD or Master's degree in Finance, Financial Engineering, Mathematical Finance, Economics, Mathematics, Statistics, Physics, Data Science, Engineering, Computer Science or a related quantitative field

Responsibilities

The AVP-Analytics & Modeling contributes to the development, calibration, and enhancement of quantitative models and analytical tools that support Moody's Ratings methodologies across diverse asset classes.

• Lead the development, calibration, maintenance and enhancement of quantitative credit rating models, scorecards and related analytical tools
• Apply statistical, econometric and mathematical techniques to support model design, calibration, validation and performance assessment
• Partner with methodology, analytical and quantitative teams to understand business needs and translate them into robust analytical solutions
• Contribute to methodology development projects across Structured Finance and Fundamental asset classes by providing quantitative analysis and modelling expertise
• Prepare clear and comprehensive documentation that supports transparency, reproducibility and compliance with model governance, validation and verification requirements
• Conduct research on new modelling approaches, data sources, Artificial Intelligence applications and emerging analytical techniques that can improve model quality and effectiveness
• Author and co-author analytical publications, white papers and research materials that communicate modelling approaches and analytical insights to internal and external audiences
• Provide guidance and technical support to junior colleagues and contribute to knowledge sharing across the organization

About the Team

Our MIS Credit Strategy and Standards (CSS) team is responsible for advancing quantitative modelling, data analysis and innovation — including Artificial Intelligence — to strengthen credit analytics and support the transparent communication of the analytical foundations that underpin Moody's Ratings. The team plays a critical role in developing and maintaining robust, consistent and fit-for-purpose methodologies across all rating sectors. By joining our team, you will be part of high-impact work that shapes the next generation of credit risk analytical capabilities and contributes to AI-driven innovation that is transforming how risk is understood and communicated on a global scale.

For US-based roles only: the anticipated hiring base salary range for this position is $159,200.00-$230,900.00, depending on factors such as experience, education, level, skills, and location. This range is based on a full-time position. In addition to base salary, this role is eligible for incentive compensation. Moody’s also offers a competitive benefits package, including not but limited to medical, dental, vision, parental leave, paid time off, a 401(k) plan with employee and company contribution opportunities, life, disability, and accident insurance, a discounted employee stock purchase plan, and tuition reimbursement.

Moody’s is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, sex, gender, age, religion or creed, national origin, ancestry, citizenship, marital or familial status,sexual orientation, gender identity, gender expression, genetic information, physical or mental disability, military or veteran status, or any other characteristic protected by law. Moody’s also provides reasonable accommodation to qualified individuals with disabilities or based on a sincerely held religious belief in accordance with applicable laws. If you need to inquire about a reasonable accommodation, or need assistance with completing the application process, please email [e-mail]. This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications

For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance.

This position may be considered a promotional opportunity, pursuant to the Colorado Equal Pay for Equal Work Act.

Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody’s 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.