Moody's Analytics Experts

Cristian deRitis

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.

Anna Krayn

CECL adoption expert; engagement manager for loss estimation, internal risk capability enhancement, and counterparty credit risk management

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.

James Partridge

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

Nihil Patel

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

Jamie Stark

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

Tomer Yahalom

Insurance enterprise risk researcher; credit portfolio modeling expert

Michael Zeng

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

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.

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.

Cecilia Bocchio

Cecilia is responsible for model design, model development and model implementation of retail credit models in the EMEA region.

Jun Chen

A well-recognized researcher in the field; offers many years of experience in the real estate finance industry, and leads research efforts in expanding credit risk analytics to commercial real estate.