Moody's Analytics Experts
Our dedicated experts provide deep industry expertise, business value, and insight on the global financial markets.
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Pierre Xu and his Portfolio Risk Analytics team design and implement credit portfolio and capital management solutions across a range of global financial institutions.
Aubrey Clayton focuses on applications of economic scenario generators and Least Squares Monte Carlo (LSMC) proxy techniques to multi-period problems.
Leading economist; recognized authority and commentator on personal finance and credit, U.S. housing, economic trends and policy implications; innovator in econometric and credit modeling techniques.
David Fihrer works with insurers around the world to interpret key aspects of the new IFRS 17 standard.
Cassandra Hannibal specializes in reporting, risk and capital analytics for insurers.
Trevor Howes helps Moody's Analytics advise clients on the implications of IFRS 17, US GAAP TI, and other accounting and capital frameworks.
Nick Jessop leads a team of UK-based quantitative analysts, economists, and financial engineers focused on researching risk management solutions.
Adam Koursaris has helped design, build, document, validate, and optimize Solvency II internal model solutions for many of the world's largest insurers.
Steven Morrison and his team of actuaries and quantitative analysts generate modeling techniques and tools for insurers.
Brian Robinson is responsible for product development and advisory within insurance across capital modeling and Moody's Analytics business insight initiative.
Andrew Waters is a regional practice leader for the insurance business in APAC.