About the Role:

Grade Level (for internal use):

Job Description: Sr. Lead, Quantitative Modeling 

The Team: The Governments Modeling team leads a broad portfolio of criteria and models spanning U.S. Public Finance, International Public Finance, and Sovereign ratings. This role ensures that analysts across the globe are equipped with high-quality, independent credit rating models and analytical tools. We foster a collaborative, innovative, and high-performing environment that encourages continuous learning and improvement, promoting a collegial and global mindset team culture aligned with organizational goals. 

Responsibilities and Impact: 

• Directs the development and maintenance of nimble, user-friendly quantitative models and tools supporting global credit analysis and research publications. 

• Partners with Methodologies and Ratings Technology leadership to ensure model reliability, operational readiness, and business alignment. 

• Oversees the design of applications and dashboards that integrate models, tools, and datasets across the organization. 

• Synthesizes large and complex datasets to generate insights that inform credit rating analysis and research. 

• Identifies opportunities for innovation, creative problem-solving, and continuous process improvement. 

• Provides technical leadership in addressing complex, non-routine modeling and analytical challenges. 

• Maintains close collaboration with analysts, model developers, and criteria experts to align tools with analytical requirements. 

• Works closely with the Model and Criteria Validation group to uphold model governance and quality standards. 

• Ensures development documentation and specifications meet policy, procedural, and compliance expectations. 

• Supports key criteria and methodology projects, including tool development, concept testing, data preparation, and documentation. 

What We’re Looking For: 

Basic Required Qualifications: 

• 5–7 years of experience in quantitative analysis, financial modeling, or data analytics within capital markets, particularly in public finance. 

• Strong academic foundation in Financial Engineering, Statistics, Quantitative Finance, Computer Science, Mathematics, or Economics. 

• Proficiency in SQL, Python, R (including R Shiny), and Excel/VBA, with a solid understanding of database design and data architecture. 

• Exceptional communication skills, with the ability to translate complex quantitative concepts into actionable insights. 

Additional Preferred Qualifications: 

• Experience with relational databases such as Oracle, Postgres, or Access. 

• Strong understanding of the risk environment and ability to communicate effectively across teams. 

• Demonstrate technical leadership and manage stakeholders, influencing when necessary, and staying on top of deliverables. 

Key Behaviors: 

• Takes an enterprise and strategic perspective to all their work and connects current operational activity to the wider vision. 

• Uses in-depth professional knowledge and acumen to monitor external trends, develop models, and consider multiple scenarios and options within their area. 

• Works to build consensus across groups with competing priorities. 

• Can articulate