Senior Data Scientist & Modeling Lead - Credit Risk

Moody; King of Prussia (PA); 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 is seeking an Assistant Director - Data Scientist to advance credit analytics and predictive modeling across the Credit Center of Excellence. The role emphasizes leveraging econometrics, ML, and large-scale data to drive innovative solutions for global clients.

You will collaborate with cross-functional teams, design datasets, and assess data quality while ensuring governance and ethical AI practices. A strong publishing history and communication skills are valued.

Qualifications

• Strong grounding in econometrics, statistics and ML with ability to select appropriate modeling approach based on context.
• Experience with cleaning, merging, exploring large real-world datasets.
• Proficient in Python or R and SQL; capable of communicating modeling concepts to non-technical audiences.
• Experience with AI tools to streamline workflows and ensure governance.
• Knowledge of credit risk modeling and financial statement analysis.
• Familiarity with model documentation and governance standards.

Responsibilities

• Drive quantitative modeling innovation within Moody's COE to enhance credit analytics.
• Design and deliver analytical solutions using state-of-the-art techniques.
• Build modeling datasets from large financial and market data; assess data quality and construct samples.
• Contribute to model re-estimation, calibration, and performance analysis.
• Evaluate suitable modeling approaches balancing performance and interpretability.
• Write clear model documentation to support internal governance.
• Communicate technical insights clearly to diverse audiences.
• Collaborate across projects as priorities evolve.

Skills

Econometrics

Statistics

Machine learning

Python

SQL

AI productivity tools

Communication

Credit risk modeling

Data wrangling

Spark

GitHub

Cloud platforms

Education

Master's degree in a quantitative field

Ph.D. in a related quantitative field

CPA preferred

Tools

Spark

Athena

Parquet

GitHub

AWS

GCP

Azure

Job description

Moody's is seeking an Assistant Director - Data Scientist to advance credit analytics and predictive modeling across the Credit Center of Excellence. The role emphasizes leveraging econometrics, ML, and large-scale data to drive innovative solutions for global clients.

You will collaborate with cross-functional teams, design datasets, and assess data quality while ensuring governance and ethical AI practices. A strong publishing history and communication skills are valued.