Experienced quantitative risk control manager and researcher; applied mathematics expert; model risk management professional

Craig Peters heads a Model Risk Management team within Moody’s Analytics, where he promotes independent challenge processes that have been adapted for the unique nature of a software analytics firm.

University of California, Davis
BS, Applied Mathematics
University of California, Davis
MS, Applied Mathematics
University of California, Davis
PhD, Applied Mathematics
Moody's Analytics | Credit Modeling

Credit Risk Modeling: Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.

Moody's Analytics Credit Risk

Risk Model Validation Services: Independent, unbiased validation services for proprietary and third-party risk models.

Moody's Analytics | Business Insight

Business Insight : Moody's Analytics insurance Business Insight solution integrates economic scenarios with modeling solutions to generate required analytics and insurance business insights.


Econometric Modeling: Fully transparent econometric and statistical models to assess performance of geographies, financials and various asset classes.

Enterprise Risk: Business strategy to identify, assess, and prepare for any dangers to a firm's operations.

Portfolio Models: Models that enable portfolio managers to assess and optimize portfolio risk.

Representative Project

Craig serves on the Model Risk Management Committee, where he produces presentations, validation plans, and other materials.

Published Work

New Impairment Model: Governance Considerations

In this article, we review some of the most important model governance considerations, including how to approach new modeling needs, key differences between models for CECL and models for AIRB and DFAST, and the differing expectations for less complex banks.