Vice President - Modeling & Quant Analytics (MRG)

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.