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.

Dr. Douglas W. Dwyer

Douglas W. Dwyer leads Corporate Credit Research in Predictive Analytics. 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. <br><br> Current projects include developing a climate adjusted probability of default and incorporating ESG factors into credit analytics. We also are developing an approach to produces comparable PDs across asset classes that opportunistically uses whatever information is available. <br><br> 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.

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.

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.

Emil Lopez

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

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.

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

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.