AVP, Quantitative Risk Analytics & AI

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

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.