AVP Analytics & Quantitative Modeling — AI Risk Insights

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

Job summary

Moody's Corporation in New York is seeking a senior AVP-Analytics & Modeling to lead development and calibration of quantitative credit rating models and scorecards across diverse asset classes. You will apply statistical, econometric and mathematical techniques to support design, validation and performance assessment, partnering with cross-functional teams to deliver robust analytical solutions.

The role emphasizes documentation, governance and ongoing research into AI applications, with

Qualifications

• Strong understanding of quantitative modelling principles and best practices.
• 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

Responsibilities

• 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.

Skills

Quant modelling principles

5+ years experience

Statistical/econometric techniques

Programming languages / analytical软件

Structured finance / credit risk

Communication skills

Analytical / problem solving

Collaborative mindset

AI concepts & responsible AI

Education

PhD or Master’s in quantitative field

Tools

MATLAB

Python

R

VBA

C#

Job description

Moody's Corporation in New York is seeking a senior AVP-Analytics & Modeling to lead development and calibration of quantitative credit rating models and scorecards across diverse asset classes. You will apply statistical, econometric and mathematical techniques to support design, validation and performance assessment, partnering with cross-functional teams to deliver robust analytical solutions.

The role emphasizes documentation, governance and ongoing research into AI applications, with