Description

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 & Competencies

• 7+ years of experience in credit risk modeling, including PD, LGD, EL, scorecards, hazard models, regression-based models, and early warning signals
• Ability to explain, interpret, and defend model behavior for both executive and technical audiences
• Experience working with financial data inputs, model assumptions, and model validation concepts
• Excellent written and verbal communication skills, with the ability to translate complex technical concepts into clear business-relevant messages
• Strong work ethic, intellectual curiosity, and ability to work independently under limited supervision
• Ability to operate effectively in a deadline-driven, collaborative environment
• Skilled working with datasets; familiarity with SQL, R, and Python
• Willingness to travel up to 40%
• Familiarity with EDF X, RiskCalc, CreditEdge, Portfolio Analyzer, or internal model frameworks (preferred)
• Experience supporting origination, underwriting, portfolio monitoring, or early warning workflows in commercial, consumer, or middle-market lending environments (preferred)
• Prior experience in model validation, model governance, or analytics support within a bank, regulator, consulting firm, or risk solutions provider (preferred)
• Experience delivering quantitative presentations, client workshops, or internal/external training sessions (preferred)
• Ability to influence stakeholders through technical ideas, workflow recommendations, or modeling insights (preferred)
• Familiarity with API-based delivery of analytics and programmatic model consumption (preferred)

Education

• Bachelor's or Master's degree in Finance, Economics, Mathematics/Statistics, Data Science, Risk Management, or related quantitative fields

Responsibilities

This highly quantitative, client-facing role serves as a subject matter expert across Moody's risk modeling ecosystem, focusing on EDF X, public and private firm models, retail/consumer credit models, and analytic frameworks such as PD, LGD, EL, and Early Warning Systems. The specialist supports deeper model evaluation, POCs, and client engagement in partnership with Relationship Managers and Workflow Specialists.

• Deliver expert demonstrations across Moody's commercial & consumer credit analytics suite, including EDF X, RiskCalc, CreditEdge, and retail credit models
• Lead customer-facing meetings to clarify business objectives, modeling needs, data requirements, and workflow implications
• Drive technical evaluations by ensuring client understanding of model logic, methodology, and the credit decisioning value of Moody's solutions
• Develop and refine supporting collateral that strengthens sales strategy and improves client comprehension
• Conduct in-depth POCs, including model performance comparisons, dataset validation, and demonstrations of PD, LGD, and EL outputs
• Present executive-level narratives and technical deep dives covering methodology, validation practices, risk signals, and early warning analytics
• Translate complex risk modeling concepts into practical explanations for both business and technical users
• Compare Moody's models with competitor or internally built bank models, articulating strengths, assumptions, and risk implications
• Advise clients on integrating PD/LGD/EL into underwriting, risk rating, early warning, CECL/IFRS9 reserving, monitoring, and portfolio analytics workflows
• Deliver internal and external training on EDF X methodology, risk modeling concepts, scorecard logic, and early warning frameworks
• Provide market-informed insights to internal teams contributing to product strategy, model development, and roadmap refinement
• Maintain up-to-date expertise on regulatory expectations, modeling trends, and quantitative risk innovations
• Partner with Product Management, Research, Advisory, and Customer Success teams to align client needs with development priorities
• Support sales partners with proposals, RFPs/RFIs, and evaluation frameworks that demonstrate Moody's quantitative differentiation

About the Team

The role works within a highly collaborative, cross-functional environment that includes Product Management, Research, Advisory, Customer Success, and Sales. The team partners closely with Relationship Managers and Workflow Specialists to drive adoption of Moody's quantitative credit solutions. As the modeling subject matter expert, the specialist plays a critical role in guiding clients through technical evaluations, educating stakeholders, shaping product strategy, and reinforcing Moody's leadership in credit risk analytics.

For US-based roles only: the anticipated hiring base salary range for this position is $113,200.00 - $164,050.00, 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. Moody's also offers a competitive benefits package, including not but limited to medical, dental, vision, parental leave, paid time off, a 401(k) plan with employee and company contribution opportunities, life, disability, and accident insurance, a discounted employee stock purchase plan, and tuition reimbursement.

Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, sex, gender, age, religion or creed, national origin, ancestry, citizenship, marital or familial status, sexual orientation, gender identity, gender expression, genetic information, physical or mental disability, military or veteran status, or any other characteristic protected by law. Moody's also provides reasonable accommodation to qualified individuals with disabilities or based on a sincerely held religious belief in accordance with applicable laws. If you need to inquire about a reasonable accommodation, or need assistance with completing the application process, please email accommodations@moodys.com. This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications

For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance.

This position may be considered a promotional opportunity, pursuant to the Colorado Equal Pay for Equal Work Act.

Click here to view our full EEO policy statement. Click here for more information on your EEO rights under the law. Click here to view our Pay Transparency Nondiscrimination statement. Click here to view our Notice to New York City Applicants.
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.