As Bremer’s chief strategy officer, Dan Flaningan is charged with enhancing the customer experience through specialized solutions and digital capabilities that help them more efficiently reach their financial goals. Promoted to this role in 2018, Dan oversees information technology, digital delivery, data and customer insights, and strategy development.
Dan joined Bremer in 2014 as corporate treasurer and director of strategy. Prior to joining Bremer, Dan served as senior vice president at Alumina Investment Management and as vice president for The Carlyle Group. He earned a bachelor’s degree in chemistry from Case Western Reserve University, and a master’s in business administration from Youngstown State University.
As Chief Development Officer, Frank draws on his nearly 30 years of experience in the financial services industry to guide the product development agenda for Four Twenty Seven’s diverse client base.
Having spent his career developing award-winning solutionsfor global institutional investors, Frank is a seasoned veteran of product management and strategic planning. He founded Pluribus Labs, a research and analytics firm devoted to the translation of unstructured data into investable signals. Frank has also served as Chief Operating Officer and Head of Product Strategy at Instinet, as the Director of Operations for Nomura’s Global Trading Research Group, in program management at Moody’sAnalytics and in the product management organization at MSCI (then Barra).
Mark M. Zandi is chief economist of Moody’s Analytics, where he directs economic research. A trusted adviser to policymakers and an influential source of economic analysis for businesses, journalists and the public, Dr. Zandi frequently testifies before Congress on topics including the economic outlook, the nation’s daunting fiscal challenges, the merits of fiscal stimulus, financial regulatory reform, and foreclosure mitigation.
Jimmy Agustin is a Managing Director in the Enterprise Risk Solutions division, overseeing the Strategic Platform group. In this role, he is responsible for the technical strategy and vision of ERS as well as the development of the technology software platform. His global organization is also responsible for development operations, financial engineering, user experience, technical communications, and technical services for ERS. Mr. Agustin has extensive experience in developing high computation, large scale, distributed systems and has worked on financial software products for over 15 years. Prior to joining Moody's, Mr. Agustin was a software developer at a number of Silicon Valley startups as well as corporate enterprises, including Siebel Systems and Oracle. Mr. Agustin holds a B.S. in Electrical Engineering & Computer Science from the University of California, Berkeley.
Duangporn Aphiraksatyakul, FRM is the VP of Enterprise Portfolio Analytics at Bank of America. With her passion for deriving stories from numbers to support business strategies, she led efforts in quantifying the impact of emerging risk to credit portfolio. She also manages a suite of self-serve Portfolio Surveillance Tools blending geo-industry analytics to support Responsible Growth and scenario-based analysis. The tools enable executives and analysts to proactively identify pocket of risks and opportunities. It is also used in assisting client’s business strategies, underwriting process, and risk identification process. Duangporn has 6 years of experience in credit risk and portfolio management. She earned her MBA degree from Simon Business School and Computer Engineering from Nanyang Technological University, Singapore.
John Baer is a Managing Director focusing on credit assessment and origination solutions. John has worked with clients around the world designing and developing credit risk solutions specifically targeted on borrower and transaction risk. John works closely with the RiskAnalyst and RiskOrigins solutions that are used by over 200,000 risk-minded end users. These risk management software solutions include origination and risk monitoring workflow tools, counterparty risk rating models, portfolio exposure monitoring products, and spreading applications. Prior to Moody’s Analytics, John was with Ernst & Young advising private equity and corporate clients on investment acquisitions. John specialized in financial due diligence, working alongside commercial lenders valuing and assessing the risk of targeted transactions. John holds a certificate of Certified Public Accountant.
Eric Bao, Director. Eric joined Moody’s Analytics in 2013 and has been dedicated to credit risk research on commercial real estate. He is the leading researcher behind the development of Moody’s latest analytical model for CRE mortgage loans, CMM 3.0. In addition, he has acted as technical lead on several CMM customization and stress testing projects for top global financial institutions. Eric obtained his Ph.D. in economics with a focus on real estate and urban economics from The Ohio State University.
Keith Berry is the Executive Director responsible for Moody’s Analytics Accelerator, based in New York. The Emerging Business Unit aims to identify, research, and develop new business opportunities for Moody’s Analytics that are enabled by technology innovation.
Prior to his current role, Mr. Berry has served as Head of Credit Assessment and Origination for the Enterprise Risk Solutions division based in Hong Kong, Head of Professional Services for the Enterprise Risk Solutions Division based in Paris, and Head of Software Engineering for the Enterprise Risk Solutions Division based in San Francisco.
Mr. Berry joined Moody’s Analytics in 2008 from Barclays Global Investors where he spent 10 years in London and San Francisco in a variety of roles ranging from software developer to Head of Enterprise Architecture.
Mr. Berry has an MBA from the Wharton School at the University of Pennsylvania and a Bachelor’s degree in engineering from the University of Durham.
Brooks Brady heads the Credit Risk Analytics group at ZionsBancorporation. In this role, Brooks leads a team of quantitative analysts, report writers, and credit administrators who manage the quarterly allowance process, build models and other tools to estimate credit losses, assist with credit policy creation, and identify emerging trends across Zions’s wholesale and retail credit portfolios. Brooks has 20 years of experience in credit risk management, having also worked at Standard & Poor’s, American Express, and KPMG. Brooks holds a master’s degree in Finance from New York University and a bachelor’s degree in Mathematics from the University of Utah.
Victor Calanog is Chief Economist and Senior Vice President at Reis, a division of Moody’s Analytics. He and his team of economists and analysts are responsible for the firm’s market forecasting, valuation, and real estate portfolio analytics services.
Dr. Calanog’s research has received awards and fellowship support from several institutions, including the Ford Foundation, the Russell Sage Foundation and the Penn Lauder Center for International Business Research.
A prodigious researcher with broad interests, his papers in real estate economics, local government competition, and urban fiscal policy have been presented in meetings of the American Economic Association, the American Finance Association, the Brookings Institution, and discussed in academic forums sponsored by Harvard Business School, Columbia University, Stanford University, the Wharton School of the University of Pennsylvania, and the Stern School of Business at New York University.
Jack heads AIG’s Credit Risk Analytics, with global responsibilities covering both sides of the balance sheets: Corporate, Muni, Sovereign, Direct Real Estate Investments, residential & commercial real estate mortgage loans, structured products, and insurance credit lines. Jack is a quantitative modeler and consensus builder with over two decades of financial industry experience.
After joining AIG in the summer of 2008, AIG worked closely with internal executive leaderships and external stakeholders providing important analytics support as the firm navigated through the challenging times of the GFC. In the aftermath of GFC, Jack led the build-up of the firm’s credit risk and market risk modeling infrastructure, integration of risk measurements into the transaction review process to support calculated risk taking, initial development of Solvency II, stress test, CCAR, and other regulatory relative activities.
Jack started his financial industry career at Morgan Stanley. While at Morgan Stanley, Jack was one of the founding members that built the firm’s ClientLink, then an industry-leading first generation of web-enabled financial products offering for institutional clients. As part of the team MS, Jack also contributed to the initial launch of BondHub, the first web-based SSO platform of commingled dealer offerings for fixed income products. Jack’s other industry experiences include leading model and platform developments roles at Credit Suisse First Boston, Deutsche Bank, and Drake Management (a multi-strategy hedge fund) covering broad range of subject areas in Equity Valuations, Global Markets, OTC derivative pricing & trade unwind pricing challenges, integrated straight-through-processing and Risk Mgmt system, and volatility and credit trade strategies.
Before joining the financial industry, Jack was a Research Faculty and Staff Member at The California Institute of Technology (Pasadena, CA). Before Caltech Jack was a SERC Research Fellow at The Cavendish Laboratory (Cambridge University, UK). He holds a Ph.D. in Physics from The International School for Advanced Studies (ISAS/SISSA, Trieste, Italy), and a B.S. in physics from The Padova University (Padova, Italy).
Jun Chen is a senior director at Moody’s Analytics where he leads the commercial real estate (CRE) research team. His team conducts empirical research and develops quantitative models focused on CRE loan credit risk for Moody’s Analytics product and service offerings.
Jun has many years of experience and is an established domain expert in the real estate finance industry. His expertise covers a wide range, including areas such as commercial real estate market analysis, credit risk modeling, stress testing, and portfolio management. His work has been published widely in academic and professional journals and conferences. Jun has a Ph.D. with a specialty in real estate finance and urban economics from the University of Southern California. He has an MA and a BA from Tongji University.
Annie Choi is a Senior Director of Product Management in the Enterprise Risk Solutions division of Moody’s Analytics. Annie has over 20 years of experience managing and designing software, the last 15 within the financial services industry. Annie has been with Moody’s Analytics since 2008, leading creative technology teams. She is currently responsible for the Moody’s Analytics Credit Assessment and Origination product, documentation, user experience, and training teams. Prior to joining Moody’s Analytics, she worked for Bank of America as a user experience manager focusing on their credit card online experience. Annie is currently based in San Francisco and is co-executive sponsor of the Moody’s Analytics San Francisco Women’s Employee Resource Group.
Raymond Conover is a Senior Vice President in Credit Risk at Bank of America. Based in Charlotte, his current responsibilities are primarily focused on the Banks’ Allowance for Loan and Lease Losses, Current Expected Credit Losses (‘CECL’)and IFRS 9 implementation and execution, CCAR and DFAST stress testing and documentation for allowance as well as credit-related peer reporting and analytics.
With 20 years of financial services experience, Raymond previously held CFO roles at Bank of America & Merrill Lynch in New York and Hong Kong focused primarily in Corporate Treasury Funding and Liquidity management. Prior to that, he was with PricewaterhouseCoopers in New York where his client focus was in the Capital Markets Assurance practice. Raymond is a graduate from Rutgers Business School with a B.S. in Accounting and is a New York State Certified Public Accountant (Inactive).
Jill Coppersmith is a Senior Director in the Enterprise Risk Solutions Division of Moody’s Analytics, operating as the global lead of Credit Assessment and Origination Services, a team of approximately 100 people in 10 cities around the world. Her team, along with Moody’s subject matter experts, works closely with clients to understand their business needs and guide the implementation of the Moody’s CAO software, namely CreditLens™ and Lending Cloud™. These implementations are executed on approximately 140 million USD of Sales and Revenue annually.
Ms. Coppersmith’s prior Moody’s experience includes work as a regional and global practice lead responsible for business development of ERS software. In this capacity, Ms. Coppersmith worked closely with clients and the Moody’s Sales team to define solutions to meet client business needs. Ms. Coppersmith also worked previously as part of the Services and Engineering teams to design, develop, and lead software implementations, including the design of upstream and downstream integration of software platforms.
Earlier in her career, Ms. Coppersmith worked in the Systems Consulting Group for Crowe Chizek (now Crowe Horwath), where she designed, developed and managed custom software development projects for clients in the financial industry. She was also trained in the Capability Maturity Model (CMM) and served as an evaluator in the firm’s efforts to achieve certification. Prior to Crowe Horwath, Ms. Coppersmith worked for IBM in a group responsible for building application development tools for enterprise engineers.
Ms. Coppersmith earned her degree from the Indiana University Kelley School of Business, concentrating in Business Information Systems and Mathematics.
Michael Denton is a Director with the Moody’s Analytics Risk and Finance Advisory(RAFA) team, supporting both corporate clients and financial institutions in leveraging Moody’s tools and capabilities to improve decision-making and to enhance compliance capabilities. He offers deep experience in the energy, agriculture, and commodities markets, with strong functional capabilities in strategic decision support and in building and aligning risk comprehension within the senior management team.
His technical background includes market econometrics, asset valuation, risk quantification, and forecasting.
Previously, Dr. Denton served as a Partner at Oliver Wyman and as an Executive Director at Ernst & Young LLP. In both firms, he led practices in analyzing uncertainty and leveraging those insights to enhance clients’ corporate strategy, risk management, and quantitative analytics. Michael holds a Ph.D. in Economics from the University of Arizona, an MBA from theUniversity of Chicago, and a BS Engineering from Purdue University. He is based in New York but travels globally to support Moody’s Analytics clients. He is active in the industry, speaking before, and working with, groups such as the National Association of Corporate Directors, the Committee of Chief Risk Officers, and the Association of Finance Professionals.
Cristian deRitis is a senior director at Moody’s Analytics, where he leads a team of economic analysts and develops econometric models for a wide variety of clients. His regular analysis and commentary on consumer credit, policy, and the broader economy appear on the firm’s Economy.com web site and in other publications. He is regularly quoted in publications such as The Wall Street Journal for his views on the economy and consumer credit markets. Currently, he is spearheading efforts to develop alternative sources of data to measure economic activity more accurately than traditional sources of data.
Before joining Moody’s Analytics, Cristian worked for Fannie Mae and taught at Johns Hopkins University. He received his Ph.D. in economics from Johns Hopkins University and is named on two U.S. patents for credit modeling techniques.
Douglas W. Dwyer, Managing Director, heads the Single Obligor Research Group in ERS Research. This group produces credit risk metrics of small businesses, medium-sized enterprises, large corporations, financial institutions, and sovereigns worldwide. The group’s models are used by banks, asset managers, insurance companies, accounting firms, and corporations to measure name specific credit risk for a wide variety of purposes. We measure credit risk using information drawn from financial statements, regulatory filings, security prices, derivative contracts, behavioral and payment information. For each asset class, the methodology is developed based on the available information for each obligor.
Recent research includes combining financial information with non-financial information into a PD model, which is particularly useful in the risk assessment of small businesses. We also have developed a method to convert a rating into a point in time term structure of PDs that supports IFRS9 and CECL calculations. Our LGD framework now incorporates both traded debt and non-traded middle market debt. Finally, we are actively researching alternative machine learning-based techniques for credit risk modeling.
Prior to working at Moody’s Analytics, Dr. Dwyer was a Principal at William M. Mercer, Inc., in their Human Capital Strategy practice. Dr. Dwyer earned a Ph.D. in Economics at Columbia University and a B.A. in Economics from Oberlin College.
Shelly Ennis is a Senior Quantitative Finance Manager in Global Risk Analytics at Bank of America. She is responsible for leading model development for Concentration Risk Capital in support of the ICAAP Credit Concentration Risk Capital add-on assessment. She also manages Credit Portfolio Loss Simulation model business applications which provide benchmarks for Enterprise Risk Appetite and CECL Loan Loss Reserve. In addition, her team is responsible for Anti-Money Laundry (AML) model performance monitoring and the governance of AML model development and implementation processes.
Shelly previously served as the Risk Analysis Executive responsible for developing and implementing an alternative Wholesale CCAR model and Top-of-House Regulatory reporting. She also led the development of a Regulatory reporting analytics platform with an emphasis on designing and implementing an effective process to identify, measure, monitor, and control credit risk.
Before joining Bank of America, Shelly served in various Risk Management, Credit Policy, Consumer Portfolio Loss Forecasting, Portfolio Asset Valuation, and Strategic Planning positions at JPMorgan Chase Bank.
Shelly originates from Shanghai, China, and graduated from Clarkson University in Potsdam, NY with a master’s degree in Civil Engineering.
Colin Fernandes is a VP at Fifth Third Bank in the Risk Strategies Group as a Credit Risk Analytics Manager. Colin oversees the credit risk reporting and analytics function at the Bank. He is actively involved in portfolio management, concentration limit management, early warnings, and profitability. Prior to this role, Colin worked at Fidelity and JPMorgan on the investment management group focusing on asset allocation and diversification of institutional and retail clients. He holds advanced degrees in Mathematics from the University of Kansas and Kansas State University, with an undergraduate from the University of Bombay.
Danielle H. Ferry is Senior Director of Strategy & Innovation in the Moody’s Analytics (MA) Accelerator, MA’s incubator for transformative innovation in FinTech, where she is currently focused on new product discovery. Danielle has held a number of different roles at MA, including driving strategic initiatives for the MA executive team and leading a quantitative modeling and analytics team. Before joining MA, Danielle worked in asset management and enterprise risk management at C12 Capital Management, AIG, Morgan Stanley, and Bear Stearns. Danielle holds a Ph.D. in Economics from The Graduate Center of The City University of New York and a B.A. in Economics and Political Science from Boston University.
As Chief Development Officer, Frank draws on his nearly 30years of experience in the financial services industry to guide the productdevelopment agenda for Four Twenty Seven’s diverse client base.
Having spent his career developing award winning solutionsfor global institutional investors, Frank is a seasoned veteran of product management andstrategic planning. He founded PluribusLabs, a research and analytics firm devoted to the translation of unstructureddata into investable signals. Frank has also served as Chief Operating Officerand Head of Product Strategy at Instinet, as the Director of Operations forNomura’s Global Trading Research Group, in program management at Moody’sAnalytics and in the product management organization at MSCI (then Barra).
More information coming soon!
Richard (Rick) A. Green leads the Enterprise Risk Management and Analytics team. Rick and his team are responsible for Enterprise Risk Management activities including Stress Testing, Scenario Design, Risk Assessment, Risk Identification, Risk Appetite, Governance Risk and Controls, and Data Solutions. His team is focused on development and execution, including strong internal controls, creating strategic partnerships with cross-functional organizations, including Credit Risk, Regulatory Reporting, Risk Management, Finance, Treasury, Product Line Management and other control partner functions.
Rick joined USAA in April 2018. Prior to joining USAA, Rick was a Senior Vice President and the Group Head of Credit Scoring, Risk Ratings and Reserves within the Risk Modeling & Analytics group at KeyCorp. Rick’s team was responsible for model development and analytics for commercial risk ratings, consumer credit (and behavior) scoring, and the allowance for loan and lease losses (“ALLL”). He served as a member of the bank's Executive Council, a voting member of the KeyCorp Consumer Credit Risk Committee and a non-voting member of the KeyCorp Commercial Credit Risk and Model Risk Committees. He was also a member of the bank’s military recruiting advisory panel.
Prior to joining Key, he had significant experience in risk management and finance at GE Capital, JP Morgan Chase, Algorithmic Trading Management (“ATM”), and Bank of America. At GE Capital, Rick served as a managing director and head of commercial ALLL. Prior to joining the financial services industry, Rick spent seven years in logistics operations management, including both active and reserve assignments as a captain in the U.S. Army.
Rick holds a bachelor’s degree from the United States Military Academy at West Point and a master’s degree in business administration with a concentration in Commercial Bank Management from the University of North Carolina at Charlotte. In addition, Rick served as an adjunct professor of finance at the Weatherhead School of Management, Case Western Reserve University. He taught both fixed income securities and quantitative risk modeling courses.
Lisa Hager is a Global Business Transformation and Professional Service Executive who has an enviable global sales and marketing record that consistently achieves record year over year growth rates in constrained environments. She is an expert in Service Operations, Business Development, Management Consulting, and Digital/Cloud Computing. A highly engaged leader, she not only sets compelling growth or change vision but also stretches team members to re-imagine their potential.
Throughout her career, Lisa has led several transformational initiatives involving the convergence of technology and business strategy for a variety of customers and industries. Her real passion is building organizations that connect and bring value to their customers while also advising customers on how to re-image their business vision and engagement with customers, employees, communities, and partners.
Lisa holds a BS from the University of Washington and attended graduate school in Political Science at the University of Massachusetts. Lisa lives in Seattle, Washington with her husband Scott, daughter Madison, and their three Westies. When not on an airplane visiting clients and team members, you can find Lisa and her family enjoying the great outdoors and traveling.
Dan currently leads Western Alliance’s Portfolio Credit Risk Management team. The team’s responsibilities and coverage includes Credit and Concentration risk management, risk data management, reporting and analytics. The team is also responsible for leading the implementations of CECL and DRR (Dual Risk Rating). Dan has been with Western Alliance for almost 9 years and has served in similar credit risk management capacities. Prior to joining Western Alliance, Dan worked for 10 plus years in Private Equity Real Estate, holding positions in asset management, acquisitions and portfolio management. Key strategic initiatives have included distressed asset purchases and value added real estate repositioning strategies as an institutional portfolio manager, joint venture partner and a manager of a series of discretionary private equity investment funds.
Christian Henkel is a Senior Director within Moody’s Analytics REIS, a leading provider of Commercial Real Estate (CRE) data and analytics. He is responsible for advancing Moody’s Analytics position in the commercial real estate (“CRE”) market by architecting and overseeing the delivery of data and analytical solutions that support our customers’ underwriting, research, risk management, and investing activities.
Prior to joining Moody’s Analytics REIS in 2019, Christian led Moody’s Analytics Advisory Services practice with offices in New York, San Francisco, and London. The Advisory Services team delivered consulting engagements for hundreds of banks, insurers, and other financial institutions across the globe. Typical projects involved credit administration, credit risk modeling, risk rating enhancement, stress testing (DFAST/CCAR), allowance for credit losses (IFRS 9/CECL), portfolio monitoring, and capital management.
Christian received his master’s and undergraduate degrees from the University of Texas and graduated Valedictorian from the Southwestern Graduate School of Banking at Southern Methodist University. Having spent 22 years in the commercial banking sector, working with more than 100 financial institutions, Christian brings a unique blend of business and academic experience to understand and meet the needs of Moody’s Analytics customers.
Melissa Hogan manages the Wholesale Credit Risk Tools & Models team at BBVA USA. Her team has model ownership responsibilities for Wholesale, Commercial Real Estate, and High Net Worth scorecards, both PD and LGD. The responsibilities specifically include the front end process related to design and requirements, user acceptance testing, implementation, and communications. The team also has responsibilities for financial spreading and data ownership from both the spreading and scorecard processes, working closely with model developers, CCAR team and other downstream users of the data. The team has also developed tools for productivity tracking and measurement and regulatory reporting for the Wholesale Credit Risk organization.
Currently, her team is participating in a transformational initiative that will redefine the wholesale credit origination process from the front office to the middle and back offices in BBVA USA and globally. The initiative will bring new technologies, blending off the shelf products with internal developments and facilitate synergies across the BBVA units through reusability of features.
Prior to leading the Wholesale Credit Risk Tools & Models team, Melissa was in Credit Administration managing the Approval Coordination Unit and prior to that was responsible for writing Credit Policy. Melissa has been in banking for 29 years, starting out as a part-time Teller while in college. She has worked in the front, middle and back-office during her banking career.
Melissa holds a BBA in Management from the University of Montevallo.
Tony Hughes is a managing director of research at Moody’s Analytics. He serves as head of a small group of high-caliber modelers, charged with identifying new business opportunities for the company. Prior to this appointment, he led the Consumer Credit Analytics team for eight years from its inception in 2007. His first role after joining the company in 2003 was as lead economist and head of the Sydney office of the company Moody’s Economy.com.
Dr. Hughes helped develop a number of Moody’s Analytics products. He proposed the methodology behind CreditCycle and CreditForecast 4.0, developed the pilot version of the Stressed EDF module for CreditEdge, and initiated the construction of the Portfolio Analyzer (ABS) product that provides forecasts and stress scenarios of collateral performance for structured securities worldwide. More recently, he championed and oversaw the development of AutoCycle, a tool that provides forecasts and stress scenarios for used-car prices at the make/model/year level. He has a current development project related to quantifying counterparty network risks that can be applied to the assessment of systemic risk in the financial system.
In the credit field, Dr. Hughes’ research has covered all forms of retail lending, large corporate loans, commercial real estate, peer-to-peer, structured finance and the full range of pre-provision net revenue elements. He has conducted innovative research in deposit modeling and in the construction of macroeconomic scenarios for use in stress-testing.
Katie Hysenbegasi is a Managing Director, in the Enterprise Capital Adequacy Group of the Bank of NY Mellon. In the current position, Katie is leading a team of 20 modelers/analysts for Stress testing, CECL/IFSR9, and Basel III covering credit risk. In addition, she is responsible for the scenario design and macroeconomic factors forecasting. Katie joined BNY Mellon in January 2006 as a head of the credit risk modeling group. During her career, she has served as Citigroup Vice President developing statistical models to support marketing and risk management. Katie also has taught for the Department of Economics at Baruch College, CUNY, as an adjunct assistant professor and lecturer. Katie obtained an M.S. in Applied Mathematics for Finance from Baruch College of CUNY; an M.A. degree in Economics and a Ph.D. in Applied Economics from WMU 2001.
Jacob heads the Credit Risk and Underwriting department at Divvy. He and his team of risk managers and analysts are responsible for the fundamental rating of obligors, automated line assignment logic, and continued portfolio oversight. In addition, Jacob is responsible for forecasting economic impacts on the portfolio's health as well as providing risk assessment for new products and strategic initiatives.
Prior to joining Divvy, Jacob spent the previous 10 years at American Express and Capital One, where he served in various risk management and data analytics roles for the small and medium-size business portfolio. Jacob holds a BS in Finance and a Masters in Business.
Irina Korablev leads the Data Science and Analytics team within the Data Intelligence group in the Moody’s Enterprise Risk Solutions (ERS) division. Her team explores the application of text analytics to credit risk; provides data-driven insights, products, and innovations based on the ERS data assets; and delivers validation studies for Moody’s Analytics default probability models.
Prior to her current role, Irina led operations for Moody’s Analytics Credit Research Database, one of the world’s largest private firm credit risk data repositories, which enabled the Moody’s RiskCalc™ product line that now covers 28 countries and 80% of the world’s GDP. As a member of the ERS Research team, Irina developed the loss given default model for LossCalc™ and private firm default probability model for RiskCalc™ Russia. A veteran of Moody’s Analytics, Irina was one of the early employees at KMV, taking over management of the data assets from one of the founders.
Irina holds an MS in applied math from Moscow State University and an MA in economics from Central European University, completing her studies in Essex, U.K. and Budapest, Hungary. When not at work, Irina and her family can be found on ski slopes or in the wilderness exploring faraway and exotic places.
Anna Krayn manages Enterprise Risk Solutions sales team in the Americas. Her teams are responsible for sales and solution structuring across Moody’s Analytics products and services. The range spans origination, impairment, capital planning, credit analytics, and insurance liabilities solutions.
Ms. Krayn joined Moody’s in 2005. She holds a Bachelor of Science degree in Finance and International Business and an MBA from Stern School of Business at New York University.
Robert G. Kula is Executive Vice President and Chief Modeling and Analytics Officer. He leads the Risk Modeling & Analytics team in Finance at KeyCorp. He reports directly to the Chief Financial Officer of the bank. His group’s responsibilities include stress testing, economic capital attribution and reporting, commercial risk rating and consumer credit scoring, the allowance for loan and lease losses (CECL), and financial crimes modeling. He is a member of the bank’s Executive Council, Credit Risk Committee, Model Risk Committee, Economic Forecasting Working Group, and Scenario Development Working group. Bob is also active in the Diversity and Inclusion Leadership Council.
Bob was awarded Key’s 2012 Harold “Pete” Carmichael Supplier Diversity Award.
Bob joined the former Society Bank in 1991. He has held numerous leadership positions at Key, including risk manager in Bankcard, manager of Economic Capital, and was the first director of the Client Strategy Group, which focused on information-based strategies for the lines of business. Prior to Key, Bob worked at Bridgestone/Firestone in both the credit card division and the financial analysis group.
Bob earned both his bachelor’s degree in computer and information science and his MBA in finance from Cleveland State University. He is on the Board for the non-profit Front Steps in Cleveland, Ohio.
Dr. Amnon Levy is a Managing Director in the Research and Modeling Group of Moody’s Analytics. He heads the Portfolio and Balance Sheet Research group that is responsible for research and quantitative services related to Moody’s Analytics’ portfolio, balance sheet, stress testing, and impairment solutions. The team designs solutions that bring together regulatory requirements, accounting standards and economic risks in credit valuation, and portfolio, capital and balance sheet management. The team is also exploring how to manage credit in the face of climate risk, and the use of artificial intelligence and machine learning in portfolio strategy design.
Dr. Levy holds a B.A. in Economics from the University of California at Berkeley and a Ph.D. in Finance from the Kellogg Graduate School of Management, Northwestern University. Prior to joining Moody’s Analytics (originally KMV), Dr. Levy was a visiting assistant professor at the Stern School of Business, New York University, and the Haas School of Business, University of California at Berkeley, and had worked at the Board of Governors of the Federal Reserve System. Dr. Levy’s research has been widely published in academic and practitioner journals including the Journal of Financial Economics, Journal of Monetary Economics, Journal of Banking and Finance, and Journal of Risk Model Validation. He has also contributed to a number of books, including chapters in CCAR and Beyond - Capital Assessment, Stress Testing and Applications, and The New Impairment Model Under IFRS 9 and CECL.
Karina Magnollay received her bachelor's and MBA from Carnegie Mellon University’s Tepper School of Business. She joined PNC in 2010 and has held various roles within the bank. Karina originally began her career at PNC in Balance Sheet Risk Management working primarily on the bank’s risk appetite framework and CCAR/DFAST. Following her risk management role and before returning to Credit Risk Management, Karina spent a few years in Debt Capital Markets in the loan syndications team working on loan originations.
Karina is now a Credit Portfolio Manager for the Commercial & Industrial asset class and maintains subject matter expertise around the use of Moody’s models and analytics throughout the bank.
Sam leads the quantitative research team within the CreditEdge™ research group. In this role, he develops novel risk and forecasting solutions for financial institutions while providing thought leadership on related trends in global financial markets.
He is author of the book Macrofinancial Risk Analysis, published in the Wiley Finance series with foreword by Nobel Laureate Robert Merton, as well as the author of more than 20 peer-reviewed articles in academic journals. He has BS degrees in mathematics and economics from Duke University, where he graduated summa cum laude, and a doctorate in economics from the University of Oxford.
Anne Martinez serves as an Executive Vice President and Senior Loan Review Officer at Southside Bank. She has been employed by Southside for 20 years and held credit and risk analyst positions prior to her current position in loan review where she has been for the past 11 years. In addition to managing the loan review department, she is also responsible for the allowance process and the transition to CECL. Prior to joining Southside, she was an analyst with Norwest Bank where she completed their College of Commercial Credit.
Anne holds a Bachelor of Business Administration degree in accounting and finance from Texas A&M University. She is currently serving as an advisory director for the Commercial Banking Program at Texas A&M. She is married to Roy Martinez and has a son, Peyton, and a daughter, Katelyn.
Eric oversees all sales and client relationship management for REIS, the Commercial Real Estate data and analytics company acquired by Moody’s Analytics in October 2018. With over 800 clients, REIS represents the cornerstone of the Moody’s Analytics strategy to bring increased transparency, faster decisioning, and integrated analytics to Commercial Real Estate – an industry that is being transformed by technology. Eric joined Moody’s Analytics in 2015, managing strategic relationships in banking, insurance, and asset management.
Before joining Moody’s, Eric was the head of custom research and analytics at REIS for 6 years and he leverages that experience in his current role. Prior to entering the financial industry, Eric worked in the foreign policy sector at the U.S. Department of State and with Booz, Allen & Hamilton. He has a B.A in Economics from George Washington University and a Master’s Degree in International Affairs from Columbia University.
Saul has an extensive background covering financial institutions. Saul joined UBS as the US Large Cap Banks analyst in 2016 after having worked as Head of Latin America Financials Institutions at JP Morgan since 2008. Saul's teams were #1 ranked in Institutional Investor surveys in Financials/Banks in that region for four consecutive years (2013 through 2016). Prior to his tenure at JP Morgan, Saul worked eight years at Bear Stearns & Co in various roles, including as the lead analyst covering US Life Insurance. Saul was an investment banker focused on both insurance M&A and real estate IB at JPMorgan before joining Bear Stearns. He has a Master's degree in Public Affairs from the Woodrow Wilson School of Public and International Affairs at Princeton University and graduated summa cum laude from UCLA with a degree in Political Science.
Mark joined Zions Bancorporation in 2014, to lead the wholesale Risk Grade Group. In this role, he manages all aspects of the Risk Grade Framework designed to monitor and manage risk within the commercial portfolio. As the owner of PD, LGD, and EAD models, he leads all aspects of Model Development, Model Risk Oversight, Model Implementation, Risk Grade Policy, and Training. His team has successfully developed and implemented a new PD, LGD and EAD model suite that provides improved performance capabilities and meets conceptual soundness standards.
In 2016, Mark assumed responsibility for a Centralized Financial Statement Spreading group. In this role, his team expanded this credit fulfillment support function more broadly across the enterprise to further leverage efficiencies gained through quicker response time, improved data accuracy, and lower cost delivery channels.
Prior to joining Zions Bancorporation, he was Director of Enterprise Risk & Portfolio Management for BMO Harris Bank in Chicago. In this role, he supported the development and oversight of Basel compliant wholesale risk grade models. Prior roles within the BMO Harris Bank group included Commercial Lending Officer, Credit Administration Manager, Chief Credit Officer, and Senior Credit Concurrence Manager. Collectively,
Mark has 31 years of experience in the financial services industry. He received his Bachelor’s degree from Ferris State University in Finance and Real Estate. He has served on the FSU Advisory Board College of Business (Business Data Analytics Program) and has served on the Board of Juan Diego Catholic High School in Draper Utah. Mark enjoys various forms of outdoor activities, has summited Mt. Kilimanjaro and is an Ironman triathlete.
Matthew Michel is a Senior Vice President and manager of the quantitative credit models group at Cadence Bank. His team specializes in PD/LGD credit risk models, incurred loss allowance models, implementation of the allowance models in accordance with the new CECL standards, and portfolio level stress testing. Prior to managing the modeling team, Matthew held positions in C&I underwriting, consumer mortgage underwriting, credit risk reporting, and loan-related business intelligence and database creation. He earned his undergraduate degree from the University of Alabama and is a CFA charter holder.
Arsa leads the Americas Wholesale Credit Model Risk Management at MUFG, the 5th largest financial group in the world with total assets of over $2.9 trillion. His team covers the entire spectrum of credit risk models including credit ratings, Basel AIRB, CCAR/DFAST stress testing, Economic Capital, ALLL, and CECL. Arsa has 15 years of experience in the financial industry; previously he was in Morgan Stanley, Bank of America, and Goldman Sachs in various credit risk modeling and analytics roles. Arsa holds a BS in Computer Science and MS in Computational Finance from Carnegie Mellon University.
Cristina Pieretti is a Managing Director at Moody’s Analytics, where she oversees REIS, MA’s most recent acquisition. Before this, Cristina was driving efforts in Moody’s Analytics Accelerator to identify, research, and develop new business opportunities, with a special focus on new technologies. She was also responsible for evolving the company’s innovation processes.
Prior to this role, Cristina was Senior Director of Executive Programs, in which she coordinated and executed a wide variety of initiatives across Moody’s Analytics. Cristina joined Moody's in 2008 and held product management roles in the structured finance and credit risk measurement businesses. Prior to joining Moody's Analytics, Cristina worked in banking, where she participated in multiple transactions in Latin America. Cristina holds a Bachelor's degree in Systems Engineering as well as an MBA. She is also a CFA charter holder.
Rakesh Parameshwar is a Senior Director for Strategy & Innovation in the Moody’s Analytics Accelerator (MAA) group. The MAA group aims to identify, research, and develop new business opportunities, with a special focus on emerging technologies including AI/ML& Blockchain.
Before joining Moody’s Analytics in 2018, he was in charge of business strategy and product development for Bloomberg’s Desktop API, Alerts and Quant Solutions group. Prior to this, he had extensive experience working for major banks on Wall Street where he advised clients with risk management solutions and built technology solutions.
Rakesh has an MBA from NYU Stern and a Bachelor’s degree in Electrical Engineering from IIT Kharagpur in India.
Mark was most recently with PNC Bank where he was responsible for the Credit Portfolio Management function. Over the five years with the bank, he took the opportunity to bring together much of the strategic framework regarding the management of the bank’s credit portfolio. This would include: analysis, oversight and portfolio recommendations for the C&I and CRE portfolios, management of the wholesale reserve process and implementation of CECL, ownership of the wholesale credit risk models used for risk and decision making, management of the CCAR credit loss forecast and associated infrastructure and process improvements, management of the bank’s credit risk appetite framework.
Prior to that, Mark spent 17 years with BNP Paribas in New York and Singapore in roles focused on the credit risk management of trading products and securitization and the last seven years responsible for the Americas’ credit portfolio management group.
He is a Chartered Financial Analyst (CFA) and graduated from Chemical Bank’s (now JPM Chase) credit training program. Mark holds a B.S. degree in Management and Communication from Adelphi University. He is an active member of the International Association of Credit Portfolio Managers (IACPM), currently serving as the middle market chair and has previously served on the Board.
Paolo Persurich is a Director at Moody’s Analytics where he manages the product strategy, development and marketing of CreditEdge®. Prior to his current role, he worked at American Express in New York, where he contributed to the development of the firm’s digital strategy. Paolo also worked at Roland Berger Strategy Consultants, in Italy and Germany, as a management consultant for financial and telecommunication companies. Paolo has an MBA from MIP, Politecnico Milano, and a MSc in Economics for Università Cattolica, Milano.
Experienced quantitative risk control manager and researcher; applied mathematics expert; model risk management professional Craig Peters heads a Model Risk Management team, where he promotes independent challenge processes that have been adapted for the unique nature of a software analytics firm.
He designs and runs model risk management processes for his group, which develops and maintains Moody’s Analytics well-known credit risk models. He also manages a group of quantitative financial analysts performing implementation verification of these same models.
Nick is an Executive Director at Moody’s Analytics – responsible for defining and managing the company’s product strategy.
He recently joined the company from ANZ Bank where he was the Group General Manager of Risk and managed all risk systems, process modernization, offshoring, customer aggregation and management systems, calculation engines, analytics platforms and all enterprise projects, processes and people.His work history spans banking and finance, digital and internet technology, insurance and superannuation in senior managerial roles with experiences in Australia, Hong Kong and the United Kingdom.
Nick graduated from the University of Melbourne with a Bachelor of Economics & Commerce (Banking/Finance) and has also completed post-graduate work at New York University (NYU Stern) in Strategy, Massachusetts Institute of Technology (MIT Sloan) in Digital Transformation, and University of Technology Sydney in Architecture.
Michael facilitates the development of small business lending and credit decisioning solutions for financial institutions. As a member of the Moody’s Analytics Small Business Initiative, he provides industry insights from past experience in the commercial banking and fintech sectors. Prior to joining Moody’s Analytics, Michael served as Customer Success Director for fintech start-up Fundera, a marketplace created to connect small business owners with banks and alternative lenders. Michael also spent several years with PNC Bank, starting with the commercial underwriting group and then transitioning to the business bank segment, supporting small businesses in obtaining financing through SBA loan programs. Michael holds a BS in Finance with an Economics minor from The College of Business Administration of the University of Pittsburgh.
Jacob Seljan is a Senior Vice President and leads the Economic Scenarios and Analytics group at U.S. Bank. He has been in this role since August 2017 and at U.S. Bank since 2003. His group is responsible for U.S. Bank’s macroeconomic forecasts used in the Company’s baseline financial planning process, CCAR/DFAST capital planning processes, and CECL process. Prior to his current role, he has held various positions at U.S. Bank leading groups responsible for advanced credit risk model development, implementation, and control systems. His responsibilities spanned the commercial and consumer lending programs at U.S. Bank and extend into risk rating systems and portfolio risk management. He built and led the Company’s Credit Loss Stress Testing quantitative model development and implementation group. Prior to that he built and led the Company’s Basel III Advanced credit risk capital group and managed the Company’s successful entry and exit from parallel run. Prior to joining U.S. Bank, Mr. Seljan worked in management consulting. Mr. Seljan holds an MBA from the Carlson School of Management at the University of Minnesota and a B.S. in Economics from Lewis & Clark College.
Justin Snyder is a Senior Vice President at First Interstate Bank (NASDAQ: FIBK), headquartered in Billings, Montana, and operating in the six western states of ID, OR, MT, SD, WA, and WY. He leads the bank’s Credit Strategy & Analytics team, with responsibilities that include credit risk reporting and analytics, the ALLL, stress testing, concentration management, M&A and valuation analyses, and general portfolio management strategies. He is primarily focused on leading the bank’s CECL implementation covering a number of credit, lending, and data improvement projects.
Prior to his current role, his background has focused on building (or rebuilding) initiatives at both national, regional and community banks across a range of disciplines in credit and lending. These include commercial credit approval, managing large CRE relationships, process engineering, automated decisioning methodologies, commercial mortgage securitization, problem loan management and debt sales, and leveraged lending. He is currently based in Bend, OR.
Chris combines storytelling, data science and operational insight to guide banking’s most abstract question through historic change. Chris has worked with several of the leading financial institutions in North America—including top-twenty commercial banks, government-sponsored enterprises, mortgage servicers, captive auto lenders and private equity funds. His subject matter specialties include servicing advance management, credit loss estimates, and business combinations.
Chris joined TCF in 2018 after 11 years in PwC’s assurance and business advisory practice. He holds degrees in accounting and finance from Tulane University.
Robin Stewart is the Head of Small Business Credit Risk Management for BMO Financial Group. He has almost 20 years of experience working with data and analytics in the financial services industry and is leading BMO’s drive to radically transform their approach to Small Business Lending towards a more customer centric, analytically-driven, retail-like approach with simplicity at its core. He has spearheaded major transformation projects in the areas of database marketing, data security and credit analytics during his career at BMO Financial Group and has a passion for putting customer insights and data-driven decision making at the centre of both the risk management and business growth agendas. Robin graduated with a bachelor of Mathematics degree from the University of Waterloo and holds a Master of Business Administration from Queens University. Robin is also both a CPA and CFA charter holder.
Michael Szwejbka is the SVP of Quantitative Model Development at U.S. Bank. He has held positions of increasing responsibility in the credit risk area since joining U.S. Bank in 2009. He currently oversees the development, implementation, and execution of the loan loss forecasting models used in stress testing, CECL, and Basel. His area is also responsible for PFE models for counterparty credit risk.
Prior to U.S. Bank, he worked in various quantitative positions in the financial sector, including Ameriprise Financial, GMAC-ResCap and the Federal Reserve Bank of New York. He attended Columbia University where he earned an M.S. in operations research.
Ashit Talukder leads the AI, Machine Learning (ML) Initiatives at Moody’s Analytics, including new AI, ML-driven products, solutions, and capabilities for financial risk analytics, workflow automation, and human-machine collaborative systems that improve efficiencies for analytics processes from structured and unstructured data. He has a Ph.D. from Carnegie Mellon University and over 20 years of experience in AI, Machine Learning applied R&D. He previously led AI, ML research initiatives at Jet Propulsion Laboratory / NASA, and started the Data Science Program at NIST as Program Director and Division Director for the Information Access Division with over 100 research staff.
Nick Tornabene is the Director of Quantitative Risk Management at USAA Federal Savings Bank, where he leads Credit Risk CECL, Credit Risk Stress Testing, ALLL, & Loss Forecasting production, execution, and submission. In this function, he manages implementation, process ownership, and program management.
Nick has 25 years of experience in the financial services industry, primarily focusing on banking. He helps banks navigate complex regulations and maximize statistical analyses to increase risk-adjusted return on investment and new product development. He holds a Master of Science in Predictive Analytics from Northwestern University and an MBA from the University of Illinois at Chicago.
Nick is an amateur photographer and enjoys traveling around the world, exploring different cultures. He lives in San Antonio with his wife and four children.
Stephen Tulenko was recently named President of Moody's Analytics. Previously he was the Executive Director of Enterprise Risk Solutions, a role he held since 2013. Steve previously led Sales, Customer Service, and Marketing from 2008 to 2013.
Mr. Tulenko also worked as Group Managing Director, Global Head of Sales for the Investor Services Group within Moody’s Investors Service, a unit dedicated to providing credit research and risk management tools to buy-side and sell-side institutions. A Managing Director in the organization since 1998, Mr. Tulenko has also managed marketing and product development teams within Moody’s.
Mr. Tulenko joined Moody’s in 1990. He holds an undergraduate degree in Economics and Business Administration from the University of Notre Dame and an M.B.A. in Finance, Marketing, and International Business from the Stern School of Business at New York University.
Yashan Wang is a Senior Director at Moody’s Analytics where he heads the research and quantitative modeling team for portfolio valuation, accounting, and balance sheet analytics. Yashan earned his Ph.D. in Management Science from Columbia University. Prior to joining Moody’s Analytics, Yashan was an Assistant Professor at the MIT Sloan School of Management. At Moody’s Yashan has led research initiatives in impairment modeling under IFRS 9/CECL/SAP, asset pricing, and balance sheet analytics. He has also worked with global clients and provided training and advice on enterprise risk management, asset and liability management, and stress testing.
Wenjing Wang is a director on the commercial real estate research team at Moody’s Analytics. She joined the Moody’s Analytics research team in 2014. Wenjing participated in developing a range of CRE models, and she works closely with clients to understand and to implement the models. Her expertise covers credit risk modeling, stress testing, and commercial real estate market analysis. Wenjing obtained her Ph.D. in economics from Duke University, where her research focused on housing price dynamics and prediction. She also received her Master’s Degree in statistics from Yale University.
Dr. Pierre Xu is a director in the Research and Modeling Group of Moody’s Analytics. He heads the Portfolio Risk Analytics team under Portfolio and Balance Sheet Research responsible for the design and implementation of credit portfolio and capital management solutions across a broad range of global financial institutions. Pierre and his team have pioneered approaches to managing portfolio risk in the face of a constraining regulatory environment. More recently, his team’s research has focused on constrained credit portfolio optimization, quantification of risk appetite in risk-based limits, and portfolio design under CECL and IFRS 9. He holds a Ph.D. in Economics from Louisiana State University, an MFE from the University of California at Berkeley, and a BA in Finance from Fudan University.
Jimmy Yang is currently Managing Director, Global head of Credit and Operational Risk Analytics at Bank of Montreal. He is in charge of the analytical decision center which covers all credit and operational risk related analytics for BMO globally.
Before Jimmy joined BMO, he is managing director at MUFG Union Bank. He is in charge of: Basel II/ III, Retail, Small Business, Wholesale, investment portfolios, PD/LGD/EAD scorecards, Loss forecasting, ALLL Reserve analytical support, Stress testing, Economic Capital, Acquired portfolio valuation, Limit Setting, Portfolio Optimization, Dynamic Dashboard reporting and Risk infrastructure (analytical data mart, wholesale spreading system, scorecard system and CRE property management system etc.).
Before that, he was Executive Vice President for First Horizon National Corporation. He was responsible for the center of Analytics and Strategy.
Before that he was with Wachovia bank in Charlotte, NC as Senior Vice President in charge of Basel II and credit risk analytics.
He also had prior experience managing Model validation, Operational risk and Enterprise risk management.
Jimmy was a Peking University graduate in computational mathematics and he also has a PhD in applied mathematics and an honor graduate of Southwestern Graduate School of Banking.
Swaroop Yalla heads the Enterprise Portfolio Analytics group at Bank of America. His team delivers high-value risk-return analytics for the Enterprise Portfolio totaling $1Trillion (Wholesale and Consumer loan portfolios) to support Responsible Growth, Risk Appetite, Concentration and Limits Framework. His team also produces Analytics and tools utilizing Advanced Analytics (Machine Learning, NLP) as well as Visualization/BI capabilities for active portfolio surveillance. He has over 17 years of experience with varied roles in Capital Markets, Quantitative Analytics, Securitization, and Risk Management.
In his prior roles, Swaroop was a Wall Street Analyst and Trader covering the real estate sector with Morgan Stanley and was Head of Credit Portfolio Strategies at KeyCorp. Swaroop received his bachelor’s degree from IIT Delhi and a Ph.D. from the University of Notre Dame. He also received a Masters in Quantitative Finance and Data Science from the Haas School of Business at the University of California, Berkeley.
Mani Yasrebi is the Head of Technology Solutions for Credit Origination, Basel, and Operational Risk Management at TD Bank Group. He has more than 20 years of experience in Technology, Large Program Delivery, Analytics, and Digital Channels.
Mani has a strong track record of delivering large and complex programs and creating successful multi-disciplinary strategies and roadmaps for a diverse range of business partners. Previous leadership roles include the delivery of the Enterprise Dodd-Frank, Volcker, IFRS 9, and Consumer Protection Act programs as well as the Enterprise Analytics and Reporting capabilities for Digital Channels. Mani is a strong advocatefor innovation, quality, agility, and continuous process improvement.
Alan is a Managing Director at CIBC USA in the Risk Management department. His experience covers a wide range of business, regulatory and risk analytics activities from rating model development, Basel II/III parameter quantification, regulatory and economic capital modeling and reporting, ICAAP/CCAR stress testing, to risk-adjusted performance measurement, risk-based pricing, and model risk management. Prior to joining CIBC, during his time at Deloitte Risk Advisory, he has advised US and international banking clients on a broad range of financial risk and capital management topics, including providing subject matter expertise on ALLL and later CECL. He is a CFA charter holder. Prior to joining Deloitte, Alan worked at ABN AmRo / Bank of America, and Northern Trust in the credit policy and analytics departments focusing on credit policy, credit analytics and capital modeling.
Dr. Jing Zhang is a Managing Director and Global Head of Research & Modelling. Formerly known as Moody’s KMV Research Group, his group is responsible for the quantitative modeling behind the EDF and LGD models for both public and private firms, commercial real estate, and portfolio analytics.
Jing joined the research team at the former KMV in 1998, eventually becoming a Director in the Research Group. In that role, besides managing day-to-day research operations, he made major contributions to a number of KMV quantitative models. Since then, Jing has held a number of additional senior roles at Moody’s KMV in Product Management and the Client Solutions Group, and he has many years of experience advising clients on risk management issues.
Jing obtained his Ph.D. from the Wharton School of the University of Pennsylvania and his Master's Degree from Tulane University. He was a lecturer for the Master of Financial Engineering program at the University of California, Berkeley from 2010 to 2012. He is also the editor of the RISK book CCAR and Beyond.
Janet leads a team that develops quantitative models focused on private firm credit risk for Moody’s Analytics product and service offerings. She works closely with clients to facilitate better understanding and applications of the models. Her expertise covers a wide range, including areas such as credit risk modeling, stress testing, and accounting quality measurement. She has published in academic and professional journals. Janet received a Ph.D. in Finance from City University of Hong Kong and a Ph.D. in Accounting from Carnegie Mellon University.
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 the 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 the University of Wisconsin-Madison and an M.S. in Statistics as well as an M.S. in Economics from Georgia Institute of Technology.
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