Vice President - Modeling & Quant Analytics (MRG)

At Moody's, we unite the brightest minds to turn today’s risks into tomorrow’s opportunities. We do this by striving 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. We decode risk to unlock opportunity, helping our clients navigate uncertainty with clarity, speed, and confidence.

If you are excited about this opportunity but do not meet every single requirement, please apply! You still may be a great fit for this role or other open roles. We are seeking candidates who model our values: invest in every relationship, lead with curiosity, champion diverse perspectives, turn inputs into actions, and uphold trust through integrity. 

 

Skills and Competencies 

• A deep understanding of quantitative finance, modeling, and model validation, coupled with practical experience is required, along with a good understanding of financial products and markets. 
• A deep understanding of AI model risk management, including risks and controls specific to Generative AI and Agentic AI, and their implications for model validation and governance. 
• Deep expertise in artificial intelligence, with a track record of implementing advanced AI solutions to drive strategic transformation and operational efficiency. Strong experience using AI tools to lead innovation initiatives. Demonstrated leadership in managing AI-related risks, ensuring ethical governance, and fostering a culture of responsible AI adoption across the organization. 
• The ability to articulate complex ideas fluently and clearly. 
• Proficiency in programming languages such as R, Python, MATLAB, and SQL, with the ability to work within an established code base. Knowledge of C++ programming is preferred. 
• Previous experience in model validation and development, particularly in areas such as credit risk, counterparty credit risk, or market risk is necessary. Candidates should be adept at handling model validation assignments with minimal supervision. 
• 10+ years of experience in model development, validation, and risk analytics is necessary. 
• Build and nurture relationships: Inspire and encourage team members to build strong, collaborative relationships 
• Provide timely feedback and coaching: Offer constructive feedback and coaching to help team members optimize their potential 
• Role-model growth mindset: Foster innovation and advance the team's evolution by demonstrating a growth mindset 
• Encourage agile thinking and adaptability within the team 
• Translate strategy into actionable goals: Ensure the team focuses on critical priorities by setting clear, actionable goals 
• Establish a compelling vision: Provide clear direction and a compelling vision for the team to follow 
• Create a culture of trust: Honor commitments and treat everyone with respect to build a culture of trust 
• Highly organized, efficient, and detail-oriented, demonstrating a high level of accuracy in their work. 
• Possesses excellent organizational skills, capable of multitasking and prioritizing work effectively within a team environment. 
• The ability to work under tight deadlines, manage time efficiently, and maintain focus is essential. 
• Candidates should be capable of working both independently and collaboratively, with strong English written and spoken communication skills. 

 

Education

• A strong academic background in a quantitative field such as mathematics, artificial intelligence, physics, economics or engineering or a program focused on quantitative discipline is essential, with a preference for candidates holding a post-graduate degree. 

 

Responsibilities 

The role involves validating models, scorecards and agents used in the context of credit rating activities across asset classes as well as AI model risk management and development. In addition to solid traditional model validation skills and experience, the successful candidate will provide in-depth knowledge and expertise in Generative & Agentic AI. 

• Execute and lead independent validation reviews of credit rating models, scorecards, including hands‑on assessment of inputs, assumptions, conceptual soundness, performance, and limitations.
• Lead AI model risk management activities end‑to‑end, including identification, assessment, and mitigation of risks specific to GenAI and agentic AI.
• Design and deliver complex validation analyses, including model replication, challenger development, sensitivity testing, benchmarking, and ad‑hoc quantitative investigations.
• Own validation outputs end‑to‑end, from test plan design through clear, concise validation reporting and effective challenge of model developers.
• Develop AI model risk management capability within MRG, mentoring validators, developing GenAI and Agentic AI expertise, and actively contributing as a subject‑matter expert across analytical and methodology teams.
• Drive rigorous execution standards and culture, promoting effective challenge, continuous improvement, and practical application of model risk frameworks and policies.
  
  

About the team

The MRG Quantitative Review team independently reviews and validates quantitative models and scorecards that support credit ratings. It notably assesses whether these tools are conceptually sound, appropriately calibrated, and fit for purpose, and that they operate in line with approved methodologies and governance standards. 

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Moody’s is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law.

Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody’s Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.