Moody's Analytics Experts

Amnon Levy

Financial researcher; authority in credit portfolio management and AI/ML, risk-based pricing, climate and credit, CECL/IFRS 9; credit and ALM

solutions: Credit Economic Capital, Portfolio Optimization, Stress Testing

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.

solutions: Credit Risk Modeling, Stress Testing, Portfolio Optimization

Nihil Patel

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

solutions: Stress Testing, Strategic Capital Planning, Credit Economic Capital

Yukyung Choi

Yukyung is a member of the research team within the Credit Risk Analytics Group at Moody’s Analytics. She focuses on research projects related to fixed income and equity strategies for buy side and other clients. She contributed to developing the CreditEdge Alpha Factor and the firstEDF-based ETF launched by Ossiam. Her expertise is also utilized on other CreditEdge customized projects pertaining to asset managers. In addition, Yukyung is a co-author of various practical research papers. One of her papers was published in the Journal of Fixed Income. Before joining Moody's, Yukyung was at Lehman Brothers as a fixed income strategist in the asset allocation group.

solutions: Credit Risk Modeling, Portfolio Optimization