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    Jing Zhang

    Quantitative researcher; credit risk modeling and analysis expert; in-demand industry speaker; published author and CCAR authority

    Jing Zhang manages a research team responsible for quantitative modeling behind EDF and LGD models for public and private firms, commercial real estate, and portfolio analytics. He and his researchers build balance sheet analytics and credit risk models that power award-winning solutions. Jing has held multiple senior roles in product management and client solutions, and has extensive experience advising clients on risk management issues.

    University of Pennsylvania, The Wharton School:
    PhD, Statistics
    Tulane University: MA, Mathematics
    Sichuan University: BS, 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.

    Stress Testing: Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.


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

    Regulatory Capital: Amount of capital financial institutions must hold as required by financial regulators.

    Stress Testing: Gauge of how certain stressors will affect a company, industry, or specific portfolio.

    Published Work