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    Craig Peters

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

    Craig Peters heads a Model Risk Management team, where he promotes independent challenge processes that have been adapted for the unique nature of a software analytics firm. He designs and runs model risk management processes for his group, which develops and maintains Moody’s Analytics well-known credit risk models. He also manages a group of quantitative financial analysts performing implementation verification of these same models.

    University of California, Davis: PhD, Applied Mathematics
    University of California, Davis: BS, Applied Mathematics
    University of California, Davis: MS, Applied Mathematics

    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.


    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