Moody's Analytics Experts
Our dedicated experts provide deep industry expertise, business value, and insight on the global financial markets.
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Aubrey Clayton focuses on applications of economic scenario generators and Least Squares Monte Carlo (LSMC) proxy techniques to multi-period problems.
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.
Jerome Ogrodzki focuses on insurance regulatory capital frameworks in APAC and Europe, IFRS 17, and modern ALM applications for insurers.
Andrew Waters is a regional practice leader for the insurance business in APAC.
Pierre Xu and his Portfolio Risk Analytics team design and implement credit portfolio and capital management solutions across a range of global financial institutions.
Commercial real estate; market and submarket forecasting, econometric infrastructure; data modeling; credit risk modeling; portfolio assessment; custom commercial real estate analysis
As part of the insurance research team, Gavin Conn works alongside quantitative analysts to generate modeling techniques and tools for insurers.
Richard Cross is the Director of the Quantitative Research Group at Moody's Analytics, responsible for numerous analytical productivity and data quality initiatives.
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.