Vice President - Modeling & Quant Analytics (MRG) in London

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.

• 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.
• 10+ years of experience in model development, validation, and risk analytics is necessary.

• 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.
• 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.

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.

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.