AVP-Analytics & Quantitative Modeling

At Moody's, we unite the brightest minds to turn today’s risks into tomorrow’s opportunities. We strive to create an inclusive environment where everyone feels welcome to be who they are—with the freedom to exchange ideas, think innovatively, and listen to each other and customers in meaningful ways. Moody’s is transforming how the world sees risk. As a global leader in ratings and integrated risk assessment, we’re advancing AI to move from insight to action—enabling intelligence that not only understands complexity but responds to it.

About the Team

Our MIS Credit Strategy and Standards (CSS) team is responsible for advancing quantitative modelling, data analysis, and innovation — including Artificial Intelligence — to strengthen credit analytics and support the transparent communication of the analytical foundations that underpin Moody's Ratings. The team plays a critical role in developing and maintaining robust, consistent, and fit-for-purpose methodologies across all rating sectors. By joining our team, you will be part of high-impact work that shapes the next generation of credit risk analytical capabilities and contributes to AI-driven innovation transforming how risk is understood and communicated globally.

Responsibilities

• Lead the development, calibration, maintenance, and enhancement of quantitative credit rating models, scorecards, and related analytical tools.
• Apply statistical, econometric, and mathematical techniques to support model design, calibration, validation, and performance assessment.
• Partner with methodology, analytical, and quantitative teams to understand business needs and translate them into robust analytical solutions.
• Contribute to methodology development projects across Structured Finance and Fundamental asset classes by providing quantitative analysis and modelling expertise.
• Prepare clear and comprehensive documentation that supports transparency, reproducibility, and compliance with model governance, validation, and verification requirements.
• Conduct research on new modelling approaches, data sources, Artificial Intelligence applications, and emerging analytical techniques that can improve model quality and effectiveness.
• Author and co-author analytical publications, white papers, and research materials that communicate modelling approaches and analytical insights to internal and external audiences.
• Provide guidance and technical support to junior colleagues and contribute to knowledge sharing across the organization.

Requirements

• 5+ years of experience in quantitative modelling, statistical analysis, model development, model validation, or related analytical roles within financial services.
• Strong understanding of quantitative modelling principles and best practices, including model design, calibration, performance assessment, and implementation.
• Experience applying statistical, econometric, or machine learning techniques to solve complex analytical problems.
• Proficiency in programming languages or analytical software, such as MATLAB, Python, R, VBA, or C#.
• Familiarity with structured finance, credit risk modelling, or rating methodologies is preferred.
• Demonstrated proficiency in artificial intelligence concepts and proven ability to implement AI-powered solutions to solve business challenges.
• Demonstrates a growing awareness of AI risk management and a commitment to responsible and ethical AI use.

Qualifications

• PhD or Master's degree in Finance, Financial Engineering, Mathematical Finance, Economics, Mathematics, Statistics, Physics, Data Science, Engineering, Computer Science, or a related quantitative field.

Skills

• Excellent written and verbal communication skills, with the ability to explain complex quantitative concepts clearly to diverse audiences.
• Strong analytical, organizational, and problem-solving skills with careful attention to detail and the ability to manage multiple priorities.
• Self-motivated and collaborative team player with a continuous learning mindset and a willingness to explore new analytical approaches and technologies.

Pay

For US-based roles only: the anticipated hiring base salary range for this position is $159,200.00 - $230,900.00, depending on factors such as experience, education, level, skills, and location. This range is based on a full-time position. In addition to base salary, this role is eligible for incentive compensation.

Benefits

• Medical, dental, and vision coverage.
• Parental leave and paid time off.
• 401(k) plan with employee and company contribution opportunities.
• Life, disability, and accident insurance.
• Discounted employee stock purchase plan.
• Tuition reimbursement.