AVP, Quant Analytics & AI Risk Modeling

NCSL International; New York (NY); On-site; USD 138,540 - 230,900; Full time

Benefits offered by this job

Incentive compensation

401(k) plan with company contributions

Medical, dental, vision insurance

Tuition reimbursement

Job summary

Moody's AVP-Analytics & Modeling role combines development, calibration and enhancement of quantitative credit rating models and scorecards across asset classes. You will apply advanced statistical and econometric techniques, collaborate with cross-functional teams, and contribute to AI-driven innovation within Moody's Ratings methodologies.

The position emphasizes documentation, model governance, and knowledge sharing, with US base salary range noted and a comprehensive benefits package.

Qualifications

• 5+ years of experience in quantitative modelling, statistical analysis, model development, model validation or related analytical roles within financial services
• Demonstrated proficiency in applying statistical, econometric or machine learning techniques to complex problems
• Strong programming skills in MATLAB, Python, R, VBA or C#

Responsibilities

• Lead development, calibration, maintenance and enhancement of quantitative credit rating models and scorecards
• Apply statistical, econometric and mathematical techniques to support design, calibration, validation and performance assessment
• Collaborate with methodology, analytical and quantitative teams to translate business needs into robust analytic solutions
• Contribute to methodology and modelling projects across asset classes; provide quantitative insights and modelling expertise
• Prepare documentation to support governance, validation and verification requirements
• Explore AI applications and emerging techniques to improve model quality and effectiveness
• Author analytical material for internal/external audiences and share knowledge with colleagues

Skills

Quantitative modelling

Statistical analysis

Model development

Model validation

Programming: MATLAB, Python, R, VBA, C

Structured finance/credit risk

Communication skills

Analytical problem solving

AI concepts & AI risk management

Team collaboration & learning mindset

Education

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

Tools

MATLAB

Python

R

VBA

C#

Job description

Moody's AVP-Analytics & Modeling role combines development, calibration and enhancement of quantitative credit rating models and scorecards across asset classes. You will apply advanced statistical and econometric techniques, collaborate with cross-functional teams, and contribute to AI-driven innovation within Moody's Ratings methodologies.

The position emphasizes documentation, model governance, and knowledge sharing, with US base salary range noted and a comprehensive benefits package.