AVP Analytics & Quantitative Modeling — Lead Credit Models

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

Job summary

Moody's AVP-Analytics & Modeling role in New York is a senior quantitative position focusing on developing, calibrating, and enhancing quantitative credit rating models and scorecards across asset classes.

You will apply statistical, econometric and machine learning techniques, collaborate with methodology teams, and contribute to governance, documentation, and knowledge sharing while advancing AI-powered credit analytics.

Qualifications

• PhD or Master's degree in a quantitative field as listed.
• 5+ years in quantitative modelling, analytics in financial services.
• Experience applying statistical/econometric or ML techniques.
• Proficiency in MATLAB, Python, R, VBA or C#.
• Familiarity with structured finance or credit risk modelling is preferred.
• Strong writing and verbal communication; ability to explain complex concepts clearly.
• Detail oriented with strong analytical and organizational skills.
• Collaborative, self-motivated team player with a learning mindset.

Responsibilities

• Lead development and calibration of quantitative credit rating models and scorecards.
• Apply statistical and econometric techniques for model validation and performance.
• Partner with methodological teams to translate business needs into analytical solutions.
• Contribute to projects across structured finance and fundamental asset classes.
• Document model governance, validation, and verification requirements.
• Research new modelling approaches, data sources, and AI applications.
• Author publications and analyses communicating modelling insights.
• Support junior colleagues and foster knowledge sharing.

Skills

Quantitative modelling principles

Experience in quantitative modelling

Statistical techniques

Econometric methods

Machine learning

Programming: MATLAB

Programming: Python

Programming: R

Programming: VBA

Programming: C#

Structured finance/credit risk

Communication skills

Analytical/problem solving

AI concepts

Education

PhD or Master's in Finance/Financial Engineering/Math/Statistics/Data Science

Tools

MATLAB

Python

R

VBA

C#

Job description

Moody's AVP-Analytics & Modeling role in New York is a senior quantitative position focusing on developing, calibrating, and enhancing quantitative credit rating models and scorecards across asset classes.

You will apply statistical, econometric and machine learning techniques, collaborate with methodology teams, and contribute to governance, documentation, and knowledge sharing while advancing AI-powered credit analytics.