Senior Data Scientist, Credit Risk Analytics

Moody's Corporation; New York (NY); On-site; USD 133,000 - 192,000; Full time

Benefits offered by this job

Completion bonus

Insurance

Employee stock purchase plan

Job summary

Moody's Corporation seeks a quantitative modeling expert to advance credit analytics and predictive modeling worldwide. You will partner with business units to implement state-of-the-art techniques, build diverse datasets, and ensure robust governance.

Strong communication ensures complex results are understood by senior leaders. We value expertise in credit risk modeling and financial analysis, plus experience with large-scale data tools and cloud platforms.

Qualifications

• Strong grounding in econometrics, statistics, ML with bias to business context.
• Experience with large real-world datasets, cleaning, merging, diagnosing data.
• Excellent written and verbal English, able to simplify modeling for leaders.
• Strong Python or R skills plus SQL knowledge.
• Familiarity with AI productivity tools and coding agents.
• Experience in credit risk modeling or financial modeling is preferred.

Responsibilities

• Drive quantitative modeling innovation at Moody's COE for credit analytics.
• Partner across Moody's lines to enhance modeling frameworks with state-of-the-art techniques.
• Design analytical solutions addressing financial, economic, and operational problems.
• Build modeling datasets from diverse sources; assess quality and missing data.
• Support model governance with documentation and updates to methodologies.
• Communicate insights clearly to diverse audiences; document limitations.
• Contribute to multiple projects as needs evolve.

Skills

Econometrics / statistics

Machine learning

Data cleaning & exploration

Python or R

SQL

AI productivity tools

Cross-functional communication

Domain understanding

Model documentation

Data storytelling

Credit risk modeling

Accounting knowledge

Spark / Athena / Parquet

Git / GitHub

Cloud platforms (AWS/GCP/Azure)

Model risk governance familiarity

Education

Master's in quantitative field + 2y exp

Ph.D. in quantitative field

CPA (preferred)

Tools

Spark

Athena

Parquet

Git/GitHub

AWS / GCP / Azure

Job description

Moody's Corporation seeks a quantitative modeling expert to advance credit analytics and predictive modeling worldwide. You will partner with business units to implement state-of-the-art techniques, build diverse datasets, and ensure robust governance.

Strong communication ensures complex results are understood by senior leaders. We value expertise in credit risk modeling and financial analysis, plus experience with large-scale data tools and cloud platforms.