Assistant Director - Data Scientist

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 Strong theoretical grounding in econometrics, statistics, machine learning, and other quantitative modeling approaches, with demonstrated ability to determine when traditional, machine-learning, or hybrid methods are most appropriate, based on business context, data availability, and interpretability needs [Required] Experience working with large, real-world datasets: cleaning, merging, exploring, and diagnosing data problems [Required] Excellent written and verbal communication skills in English, with demonstrated ability to distill complex modeling concepts into clear, audience-appropriate messages for senior leaders, cross-functional partners, and non-technical stakeholders [Required] Strong programming skills in Python or R, plus working knowledge of SQL [Required] Fluency with AI productivity tools including coding agents [Required] Adaptable and curious: comfortable moving between projects and subject areas and learning new domains quickly [Required] Demonstrated proficiency in artificial intelligence concepts, with hands-on experience using AI tools to streamline workflows and enhance operational efficiency. 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. Experience in credit risk modeling (e.g., default prediction, early warning, or scoring models) or other financial modeling [Preferred] Knowledge of accounting and financial statement analysis [Preferred] Experience with large-scale data tools and formats such as Spark, Athena, or Parquet, and general database concepts [Preferred] Experience with Git/GitHub in a collaborative development setting [Preferred] Exposure to cloud platforms such as AWS, GCP, or Azure [Preferred] Familiarity with model documentation and model risk governance standards (e.g., SR 11-7, SR 26-2, etc.) [Preferred] Education Master's degree in Financial Engineering, Data Science, Statistics, Economics, Econometrics, Mathematics, Physics, Finance, Accounting, or a related quantitative field with 2 years of industry experience in quantitative modeling [Required] Ph.D. in Financial Engineering, Data Science, Statistics, Economics, Econometrics, Mathematics, Physics, Finance, Accounting, or a related quantitative field [Preferred] CPA [Preferred] Responsibilities Drive quantitative modeling innovation at Moody's Credit Center of Excellence to enhance credit analytics and predictive modeling capabilities globally. Partner across Moody's business lines to enhance modeling and analytical frameworks, incorporating state-of-the-art techniques Design and deliver innovative analytical solutions, leveraging quantitative methods to address complex financial, economic, and operational problems Build modeling datasets from large, varied sources of financial, market, and firm-level data; assess data quality, handle missing or inconsistent data, and