Senior Analytics & Modeling Analyst

About the role

Moody's CSS Model Calibration & Analytics team develops, calibrates and maintains the credit rating models and scorecards that underpin Moody's Ratings' analytical methodologies. This Senior Analytics & Modeling Analyst role supports methodology development across Structured Finance and Fundamental asset classes, working with business lines and stakeholders.

Key responsibilities

• Design, develop, calibrate and maintain credit rating models and scorecards used in the ratings process.
• Prepare documentation throughout model development and calibration, ensuring transparency, replicability and adherence to verification and validation standards.
• Research econometric, statistical and mathematical techniques to improve and evaluate model performance.
• Author or co-author white papers on modeling rigor and methodological transparency.
• Participate in training sessions for analytical staff and mentor junior team members.
• Lead stakeholder interactions for methodology projects and collaborate across global time zones.

Required profile

• 3-5 years of experience with strong quantitative aptitude and clear communication of complex concepts.
• Solid understanding of model development, design, implementation and calibration practices.
• Ability to work independently, manage multiple priorities and collaborate globally across time zones.
• Master's or PhD in Finance, Financial Engineering, Mathematical Finance, Economics, Mathematics, Statistics, Physics, Engineering, Computer Science or a related field.

Required skills

• Proficiency in C#, Python, VBA, MATLAB or similar programming languages.
• Strong analytical, organizational and project management skills.
• Understanding of core Generative AI principles and tools.