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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.

    Published Work