Moody's Analytics Experts
Our dedicated experts provide deep industry expertise, business value, and insight on the global financial markets.
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Economic research leader and econometrician overseeing credit analysis for global lending institutions; stress testing and loss forecasting for retail, C&I and commercial real estate portfolios.
Jamie Stark has worked on risk system implementations, risk modeling, calibration, and other risk management projects with banks and insurers worldwide.
Douglas Dwyer heads Single Obligor Research, a group that produces models that measure credit risk for a variety of purposes.
Amnon Levy heads the group responsible for model development and quantitative services related to portfolio, balance sheet, and impairment solutions.
Juan M. Licari, PhD, is Chief International Economist with Moody's Analytics. As the Head of Economic and Credit Research in EMEA, APAC and Latin America, Juan and his team specialize in generating alternative macroeconomic forecasts and building econometric tools to model credit risk portfolios.
Emil Lopez heads the risk measurement group, where he leads risk modeling advisory engagements and manages the team's data quality, risk reporting, and IFRS 9 research.
Sam primarily develops systemic risk solutions that are actionable by individual financial institutions and also actively contributes to consulting projects, such as model validations and bespoke research, taken on by the specialized modeling group.
Nihil Patel heads a global team of product managers and data scientists responsible for B2B SaaS products
Rebecca Szoke manages the Data Alliance.
Jing Zhang manages a research team responsible for quantitative modeling behind EDF and LGD models.