Featured Product

    Moody's Analytics Experts

    Moody's Analytics Experts

    Our dedicated experts provide deep industry expertise, business value, and insight on the global financial markets.

    Filter By
    Sort By
    Laurent Birade

    Laurent Birade

    Advises U.S. and Canadian financial institutions on risk and finance integration, CCAR/DFAST stress testing, IFRS9 and CECL credit loss reserving, and credit risk practices.

    Laurent Birade

    Advises U.S. and Canadian financial institutions on risk and finance integration, CCAR/DFAST stress testing, IFRS9 and CECL credit loss reserving, and credit risk practices.


    solutions: Stress Testing
    Metin Epözdemir

    Metin Epözdemir

    Metin Epözdemir helps European and African banks with design and implementation of credit risk, stress testing, capital management, and credit loss accounting solutions.

    Metin Epözdemir

    Metin Epözdemir helps European and African banks with design and implementation of credit risk, stress testing, capital management, and credit loss accounting solutions.


    solutions: Stress Testing
    Juan Licari

    Juan Manuel Licari

    Dr. Juan M. Licari is a managing director at Moody's Analytics. Juan and team-members are responsible for the research and analytics that enable our quantitative solutions. The team helps our customers solve complex business problems; adding value through data and analytics.

    Juan Manuel Licari

    Dr. Juan M. Licari is a managing director at Moody's Analytics. Juan and team-members are responsible for the research and analytics that enable our quantitative solutions. The team helps our customers solve complex business problems; adding value through data and analytics.


    solutions: Stress Testing
    Emil Lopez

    Emil Lopez

    Credit risk modeling advisor; IFRS 9 researcher; data quality and risk reporting manager

    Emil Lopez

    Credit risk modeling advisor; IFRS 9 researcher; data quality and risk reporting manager


    solutions: Stress Testing
    Gustavo Ordonez

    Gustavo Ordóñez

    Gustavo manages a global team of quantitative analysts and data scientists. He is responsible for the development of Moody’s Integrated Risk Assessment analytics covering a variety of risks such as Credit, Market, Climate & ESG, Cyber, KYC/S, etc.

    Gustavo Ordóñez

    Gustavo manages a global team of quantitative analysts and data scientists. He is responsible for the development of Moody’s Integrated Risk Assessment analytics covering a variety of risks such as Credit, Market, Climate & ESG, Cyber, KYC/S, etc.


    solutions: Stress Testing

    James Partridge

    Credit analytics expert helping clients understand, develop, and implement credit models for origination, monitoring, and regulatory reporting.

    James Partridge

    Credit analytics expert helping clients understand, develop, and implement credit models for origination, monitoring, and regulatory reporting.


    solutions: Stress Testing
    Nihil Patel

    Nihil Patel

    Data scientist; SaaS product designer; credit portfolio analyst and product strategist; portfolio modeler; correlation researcher

    Nihil Patel

    Data scientist; SaaS product designer; credit portfolio analyst and product strategist; portfolio modeler; correlation researcher


    solutions: Stress Testing
    Jamie Stark

    Jamie Stark

    Risk model validation consultant; product strategist; data intelligence and artificial intelligence scientist and researcher

    Jamie Stark

    Risk model validation consultant; product strategist; data intelligence and artificial intelligence scientist and researcher


    solutions: Stress Testing
    Michael Zeng

    Michael Zeng

    Michael Zeng is a Quantitative researcher where he conducts cutting-edge credit risk modeling for public and private firms.

    Michael Zeng

    Michael Zeng is a Quantitative researcher where he conducts cutting-edge credit risk modeling for public and private firms.


    solutions: Stress Testing
    Zhong Zhuang

    Zhong Zhuang

    Zhong is a Director in Single Obligor Research within ERS Research at Moody’s Analytics. Since joining Moody’s in 2013, he has been instrumental in delivering cutting-edge credit risk modeling research to our clients. He is the lead researcher for the LossCalc model and the RiskCalc LGD scorecard as well as CCAR stress testing models for C&I portfolios. He is also one of the key modelers working on next generation of public firm EDF model. In addition, he provides research support for the CreditEdge product and the RiskCalc product. Dr. Zhuang holds a Ph.D. in Finance from University of Wisconsin-Madison and a M.S. in Statistics as well as a M.S. in Economics from Georgia Institute of Technology.

    Zhong Zhuang

    Zhong is a Director in Single Obligor Research within ERS Research at Moody’s Analytics. Since joining Moody’s in 2013, he has been instrumental in delivering cutting-edge credit risk modeling research to our clients. He is the lead researcher for the LossCalc model and the RiskCalc LGD scorecard as well as CCAR stress testing models for C&I portfolios. He is also one of the key modelers working on next generation of public firm EDF model. In addition, he provides research support for the CreditEdge product and the RiskCalc product. Dr. Zhuang holds a Ph.D. in Finance from University of Wisconsin-Madison and a M.S. in Statistics as well as a M.S. in Economics from Georgia Institute of Technology.


    solutions: Stress Testing