Join us in this panel discussion as we have conversations around the first round of Loan Deferments and the effects of the deferments on credit quality and what affects second rounds of Loan Deferments will bring. We will discuss deferments from both a banking standpoint with Tiffany Temple, SVP – Director of Credit Risk Analytics at Hancock/Whitney Bank and understand the audit process from Eve Rogers, Partner with Crowe.
The recent pandemic shutdown and other environmental events prove that your borrower’s prior year financials may not reflect their current operating reality. What are you doing in the current environment, to use old data to quantify current and future risk?
Risk-based decision making is arguably more difficult than it has ever been. We live in a world awash with data and with a huge array of potential useful risk signals. At the same time, the world and its supply chains have become less predictable, making accurate forecasts even more challenging. In this session we will talk about some useful tools and strategies for better risk decision analytics. We will focus on bringing the following three areas together:
Loan performance has been better than the historical relationship with unemployment would suggest. As federal benefits, payment accommodations and moratoriums begin to dry up, lenders brace for a default surge. In this session, we highlight the most vulnerable products, borrowers and geographies. We also look ahead to where the greatest opportunities and uncertainty lies in 2021.
The economic fallout from the pandemic has put enormous strain on government budgets globally adding significantly to already enlarged sovereign debt loads in many countries. This has led many to question how much fiscal headroom that governments will have to further support their economies in the current or a future crisis. In this webinar, we review the measurement of fiscal space—the additional debt-financed spending that national governments can do without putting debt sustainability or market access at risk—and quantify the outlook and risks across more than 70 countries.
This session will explore how climate change scenarios can be used to meet regulatory requirements, facilitate Task Force on Climate-related Financial Disclosure (TCFD) reporting, and enhance internal risk management. We discuss our methodology for constructing climate change scenarios, demonstrate our current capabilities and outline our roadmap for further product development.
2020 has been a transformational year for the accounting profession in banking. Adoption of CECL and COVID-19 created a perfect storm in accounting for banks most significant estimate.
Come learn about allowance frameworks during the pandemic, accounting for the unexpected as well as what comes next. We will be speaking with FASB’s past chairman, Russ Golden, about standard setter’s current and future projects, discuss the impact of Climate Risk and AI technologies on the accounting estimates, and address Q-factor CECL methodologies.
Climate change is no longer just an environmental problem. Climate risk IS a financial risk. Back in 2005, Hurricanes Katrina and Rita were expected to result in at least $1.3 billion in bad loans. Is climate risk something you consider in your CECL process? If not, what does it mean to you? Is there a way to quantify how your institution’s ECL is affected?
Join us for an engaging dialogue on setting a reserve in the face of uncertainty between the Director of Risk Analytics for First Citizens Bank and the Deputy Chief Economist at Moody's Analytics.
Technology as the cornerstone in the search for efficiency ratio improvement is not new, but the rate of adoption has intensified as a result of the ongoing COVID-19 pandemic. In this session, we will explore trends in automating the customer onboarding process in commercial lending before, during, and after COVID-19. We will touch on a diverse set of topics, including making effective use of increasing amount of customer data, the shift to cloud-based technology, and resulting cyber-security concerns, and digitization of previously manual processes.
In this session, we discuss ways that non-traditional sources of data can help you in your credit origination and assessment process. We'll hear from two leading Fintech providers of alternative data, and discuss how the Moody's Analytics Accelerator integrates non-traditional data into new or existing product opportunities.
The current lending climate presents several challenges for pricing and yields. We will discuss how recent trends can affect your institutions and what strategic portfolio management elements you may have to turn to. Hear insights on balance sheet and optimization of portfolios.
A panel discussion with industry experts examining the state of CRE data. They will assess what has changed in the access and availability of CRE data over the last few years, what data has proved valuable during the pandemic, and how daily workflow platforms are changing.
The Commercial Real Estate market is going through the transition of a generation. Experts from Moody’s Analytics REIS and Moody's Investors Service will discuss the short and long-term impacts of COVID-19 on the CRE market. They will then turn to a detailed investigation of the office market, including the most impacted markets and the effects of current and long-term behavioral changes in office usage.
The wave of credit risk is building in CRE - How can defaults be predicted in this environment? How can loss provisions for CRE be optimized? How can you value assets when transactions have slowed? A panel of experts in credit risk assessment from Moody’s and the industry will share their views on this critical topic.
Irina Baron leads the Moody’s Analytics Single Obligor Customer Success program, which facilitates a deep and meaningful level of engagement with our existing client base. Irina drives efforts to ensure our clients are gaining maximum value from their existing products, uncovering new applications and use cases for their organization.
She joined Moody’s Analytics in 2008 and holds a master’s degree in Economics from City University of New York.
Keith Berry is the Founder and Executive Director of the Moody’s Analytics Accelerator based in New York. The Moody's Analytics Accelerator identifies new business opportunities and rapidly prototypes them, works closely with customers to achieve a product market fit, and partners with startups to use the latest advances in artificial intelligence, machine learning and data analytics.
Keith has an MBA from The Wharton School at the University of Pennsylvania.
Laurent has more than 20 years of experience in finance, credit, risk management, planning and IT. He is responsible for providing risk and finance integration expertise across Moody's Analytics in the USA and Canada. He has participated in numerous implementation projects and advised institutions on key regulatory issues, such as CCAR, DFAST, IFRS9, CECL credit loss reserving and credit lifecycle of loans.
Laurent earned an MBA from St. Mary's College of California and a Bachelor of Accounting/MIS from H.E.C. Montreal.
Brooks Brady Brooks has 20 years of experience in credit risk management and heads the Credit Risk Analytics group at Zions Bancorporation. In this role, Brooks leads a team of quantitative analysts, report writers, and credit administrators who build and use credit loss models, manage the quarterly allowance process, support management framework reporting, assist with credit policy creation, and identify emerging trends across Zions’s wholesale and retail credit portfolios.
Brooks holds a master’s degree in Finance from New York University and a bachelor’s degree in Mathematics from the University of Utah.
Justin Byrd is a Commercial Sales Representative with Airbus servicing the North American Market. His role allows him to work with many verticals to grow the adoption of satellite imagery and geospatial technology.
Victor Calanog, Ph.D. CRE® is the Head of Commercial Real Estate Economics at Moody’s Analytics. He and his team of economists and analysts are responsible for the firm’s commercial real estate market forecasting, valuation, and 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.
Alex Cannon is an Associate Director in the Enterprise Risk Solutions Group, based in New York, focusing on the development and implementation of impairment accounting and capital planning solutions. Prior to joining Moody's, Mr. Cannon led a number of key FP&A roles in community banks -focusing primarily on risk modeling, financial reporting, acquisition accounting, allowance for credit loss quantification, and corporate development.
Mr. Cannon is an active CPA in the state of Georgia, and has BBAs in Finance and Real Estate, as well as a Masters in Accounting from Georgia State University.
Ken Carson is the Credit Policy Director for Umpqua Bank. He oversees the Credit Risk Analytics and Infrastructure teams and is responsible for management of the credit policies and guidelines for the Bank. He was instrumental in transitioning Umpqua to CECL loan loss provisioning and led the implementation of a Dual Risk Rating framework for the Bank. He has been at Umpqua since 2003 and has a total of 35 years of banking experience, primarily in commercial lending and credit administration.
He earned his Bachelor of Science degree in Economics from the University of Oregon in 1991.
Charles is an Associate Director in the Credit Analytics Solutions team. He is responsible for providing commercial risk expertise across numerous asset classes, models, databases, and services provided by Moody's Analytics. Charles has over 14 years of experience at Moody's having worked with many financial institutions, insurers, asset managers, and corporations.
Charles has an MBA in Finance from Fordham University, and Bachelors of Arts from the School of Visual Arts in NY.
Cristian deRitis is a senior director at Moody’s Analytics, where he leads a team of economic analysts. His regular analysis and commentary on consumer credit, policy and the broader economy appear on the Economy.com web site and in other publications. He is regularly quoted in 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.
He received his PhD in economics from Johns Hopkins University and is named on two U.S. patents for credit modeling techniques.
Marisa Di Natale is a senior director at Moody's Analytics. Ms. Di Natale’s areas of specialization include international modeling and forecasting, U.S. regional economics, and labor economics. Ms. Di Natale previously oversaw the firm’s U.S. subnational forecasting service prior to shifting to international economics. Before joining Moody’s Analytics in 2004, she was an economist at the Bureau of Labor Statistics in Washington DC, where she analyzed monthly employment statistics.
She received a master’s degree in applied economics from Johns Hopkins University and a bachelor’s degree in international relations from Boston University.
Kevin Fagan is Vice President and Senior Analyst in Moody’s CMBS ratings group, responsible directing CMBS and CRE research endeavors. In this capacity, Mr. Fagan oversees production of CMBS and CRE research publications, methodologies, database and product development, and strategic initiatives for the CMBS group. Prior to joining Moody’s and working in structured finance, Mr. Fagan held CRE research roles at ING Clarion and Jones Lang LaSalle. He was also a professional engineer for eight years, designing commercial buildings in Southern California.
Mr. Fagan holds an M.S. in commercial real estate development and finance from the Massachusetts Institute of Technology and a B.S. in architectural engineering from the University of Texas at Austin
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.
David Fieldhouse is a Director in the Content, Economics and Structured Analytics Division of Moody’s Analytics. His responsibilities include developing and validating models of retail loan performance for financial institutions. He also provides regular analysis and commentary on consumer credit markets.
David has a PhD from the University of Western Ontario.
Russell G. Golden began his term as the seventh chairman of the Financial Accounting Standards Board (FASB) on July 1, 2013. He was reappointed in 2016 to a second term that extended his chairmanship to June 30, 2020. During his time with the FASB, he held several roles including: Technical Director, Emerging Issues Task Force (EITF) chairman, Director of Technical Application and Implementation Activities, and Senior Technical Advisor to the Board.
Mr. Golden earned his Bachelor’s degree from Washington State University. He is a licensed CPA in the state of Connecticut.
David T. Hamilton currently services as a Managing Director for Business Development. Prior to that role, he was an MD and Head of Stress Testing and Credit Risk Analytics for the Asia Pacific Region, based in Singapore. Dr. Hamilton has been with Moody’s for eighteen years and has held various senior positions in both Moody’s Investors Service and Moody’s Analytics. Over his career with Moody’s, Dr. Hamilton has done research on various aspects of credit risk in a variety of sectors, including corporate, sovereign, municipal, and structured finance.
He holds a B.A. in economics and classical studies from Texas A&M University and a Ph.D. in financial economics from the City University of New York.
Chris Henkel is a Senior Director at Moody's Analytics, specializing in commercial real estate. Chris is responsible for advancing MA's position in the CRE market by selling, designing, and overseeing the delivery of solutions that support customers' underwriting, research, risk management, and investing activities. With nearly 25 years of commercial banking experience, Chris has a unique blend of business and academic experience across the financial services industry.
He received his master’s and undergraduate degree from the University of Texas and graduated from the Southwestern Graduate School of Banking at Southern Methodist University
Robby is a Director in the Regulatory and Accounting Solutions team. He is responsible for providing accounting expertise across solutions, products, and services offered by Moody’s Analytics in the Americas. Robby has 15 years of experience in tax, financial reporting, and fair value measurement with regional banks and Big 4 audit firms.
He has Bachelor of Accountancy and Master of Taxation degrees from Mississippi State University.
Ruby Kaur is a Product Manager within the Data Strategy Group at Moody’s Analytics. Her role focuses on growing the REIS data platform for both internal efficiency and external client value, including coordinating the implementation and adoption of Satellite imagery within Moody’s. Before joining Moody’s Analytics, Ruby held positions as a CMBS Ratings Analyst at Moody’s Investor Services and as a Structured Finance Analyst at Meridian Capital Group.
Ruby holds a B.A. in Political Science from Baruch College – The City University of New York.
Anna Krayn heads the Enterprise Risk Solutions Sales in the Americas. Her team is responsible for relationship management and solution structuring across Moody’s Analytics products and services focusing on credit origination, strategic planning, accounting, credit analytics, and insurance solutions for financial institutions. From 2015 to 2017, Anna has served as editor-in-chief of Moody’s Analytics RiskPerspectives. She is a frequent contributor to industry publications and conferences.
Ms. Krayn holds Bachelor of Science degree in finance and international business and MBA from Stern School of Business at New York University (NYU).
Chris Lafakis is a director at Moody's Analytics. He oversees the Moody’s Analytics climate risk initiative and is responsible for climate modeling and scenario creation. He also has expertise in macroeconomics, energy economics, model development and model validation. Based in West Chester PA, he also contributes to Economic View. Mr. Lafakis has been quoted by media outlets including The Wall Street Journal, CNBC, Bloomberg, and National Public Radio and often speaks at economic conferences.
Mr. Lafakis received his bachelor's degree in economics from the Georgia Institute of Technology and his master's degree in economics from the University of Alabama.
Steve Leonard is the Senior Vice President & Chief Credit Officer at Carolina Farm Credit. Carolina Farm Credit is a member of the Farm Credit System which provides more than $300 billion in loans, leases, and related services to farmers, ranchers, rural homeowners, aquatic producers, timber harvesters, agribusinesses, and agricultural and rural utility cooperatives. Prior to joining Carolina Farm Credit, Steve was the Portfolio Risk Manager at AgFirst Farm Credit Bank where his oversaw portfolio reporting & analytics, stress testing, allowance calculation, conversion to CECL, and loan review.
Steve holds a B.S. in finance & economics from Central Connecticut and an MBA from the University of South Carolina.
Emil Lopez is a Senior Director in the Enterprise Risk Solutions Group, focusing on the development and execution of initiatives that promote regional and customer expansion and operating scalability. Mr. Lopez spent over 8 years leading implementation of impairment accounting solutions (IFRS 9/CECL) and risk modeling advisory engagements for financial institutions. Prior to this, Mr. Lopez oversaw operations for Moody's Analytics Credit Research Database. He has extensive experience in credit impairment accounting, credit risk modeling and reporting, data sourcing, and quality control.
Mr. Lopez has an MBA from New York University and a BS in finance and business administration from the University of Vermont.
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.
Emilie founded Four Twenty Seven in 2012 to help businesses and communities understand the risks from climate change and develop effective resilience strategies. An expert in climate adaptation and resilience, she is a frequent speaker at international events on climate risks and opportunities, has published extensively on climate policy, and teaches at the University of California, Davis on Business & Climate Change. She served as a member of California’s Technical Advisory Group and was Head of Carbon Analysis at Thomson Reuters Point Carbon. Emilie received the Visionary Award from the City of Berkeley, CA in 2016.
Emelie earned a Master of Political Science from the Institut d’Etudes Politiques de Paris and a Master of Public Policy from The Goldman School of Public Policy, University of California, Berkeley.
Esther Mendez leads the partner business development efforts for Amazon Web Services in the Banking and Payments industries. In this role she is responsible for strategy, solution development, and go-to-market in partnership with technology companies, consulting firms and FinTechs worldwide. Esther has 30 years of strategy, business development, product and marketing experience involving financial services and technology firms. Esther joined AWS in June 2018 and previously was at Cisco where she built and led their worldwide Banking and Payment Business Value Team. Previous to Cisco, Esther spent 20 years in banking and payments in various senior roles – American Express, JP Morgan Chase, TIAA CREF and Marsh Inc.
Esther holds a series 7, 6 and 5 and MBA from Columbia University.
Damien Moore covers U.S. financial markets, provides research on finance-related topics, develops market risk models for stress-testing and other applications, and works on various Moody’s Analytics models and tools related to government and corporate finances. He has broad expertise in financial economics including asset pricing, valuation methodologies, portfolio analytics, macro finance, and financial econometrics. Prior to joining Moody’s Analytics, Damien spent 12 years at the Congressional Budget Office and was a lecturer in the School of Business at the University of Sydney.
Damien holds a PhD in economics from Northwestern University as well as undergraduate degrees in economics and accounting from the Australian National University.
Masha leads a team of subject matter experts responsible for solution structuring for allowance calculation, stress testing, capital planning, credit risk management and insurance risk management. Her primary focus is on banks, credit unions and insurance companies. Masha spent over 16 years in financial industry in the U.S.in various roles, including audit, technical accounting policy, financial reporting. Earlier in her career, Ms. Muzyka lead solution consulting team at SS&C Primatics and focused on technical accounting policy at Freddie Mac and FHLB OF.
Masha holds a Bachelor of Economics degree from the Moscow State University; is a CPA licensed in VA; and is a member of AICPA.
Jin Oh, a Risk and Accounting Solutions expert in the Americas, focuses on impairment, stress testing, and capital planning solutions for both corporate and financial institutions. She is also a subject matter expert for Moody’s credit VaR solution suite with over 10 years of experience. Previously, she was in Advisory Services and led numerous credit VaR implementation projects and model developments. She also was a director at KPMG, leading engagements on stress testing implementation for CCAR and DFAST institutions.
Ruth is the COO of Yewno, a leading provider of AI solutions for finance. With a career spanning both technology and telecommunications industries, she has led teams to success in both blue-chip corporate and startup environments. She is a member of The Founders Index and the ForbesWomen Forum.
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. 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 structure finance and credit risk measurement businesses.
Cristina holds a Bachelor's degree in Systems Engineering as well as an MBA. She is also a CFA charter holder.
Prior to joining Cadre, Ashwin was the Head of Data Engineering for Instagram New York where he led the team responsible for the analytics infrastructure that enabled analysis across multiple products including Feed, Stories, Explore, and Search. Prior to that, Ashwin was the Director of Data Engineering at IHeartRadio where he drove a number of initiatives focused on improving product and operations across the company, including recommendation systems, personalized search, and royalty systems. Ashwin began his career in the consulting industry focused on healthcare, telecommunications, and ad-tech.
Ashwin holds a BSE in Electrical Engineering from the University of Michigan.
Mehna Raissi is a Managing Director in the Risk and Finance Solutions group. She has been with the firm since 2008 and currently leads the Americas Regional team. This group of professionals and industry experts work in direct partnership with our customers to deliver Advisory and Implementation Services, manage successful applications of solutions that address near and long-term business goals and drive forward the market strategy for the region. Before this role, Mehna led Product Management for our risk scoring and modeling analytics solutions.
Mehna completed her Bachelors in Managerial Economics from the University of California, Davis, and her MBA from the University of San Francisco.
Eve Rogers is an audit partner in the Financial Services practice with over 20 years of experience at Crowe LLP. She spends 100% of her time serving financial institutions, ranging in size from $300 million to $15 billion in assets. In addition to both public and private company bank audits, her experience includes fraud investigation, consulting on allowance methodologies and the adoption/implementation of various accounting standards, consulting on failed and open bank acquisitions, and initial public offerings (IPOs). Eve is a frequent speaker for various banking industry thought leaders/associations and is a member of the American Institute of Certified Public Accountants and Georgia State Society of CPA’s.
She graduated from Ball State University with a Bachelor of Arts.
Ryan Severino is the chief economist at JLL where he manages the economics team and is responsible for global and regional economic research, analysis and forecasting as well as property market forecasting. Ryan currently serves as an adjunct professor of finance and economics at Columbia University and New York University. He also has experience in real estate asset management, portfolio management, and acquisitions. Ryan’s original research has appeared in a number of journals such as the Wharton Real Estate Review, The Real Estate Finance Journal, The Economist, The Wall Street Journal, The New York Times, and The Financial Times.
Ryan holds a master’s degree from Columbia University and a bachelor’s degree from Georgetown University.
Karan is a data strategist focused on analytics in the real estate industry with 15+ years of experience. He has worked for and consulted directly to some of the world’s leading multi-sector real estate firms, retail brands, as well as for Private Equity firms looking to acquire retail chains and consumer brands, leveraging his experience in predictive analytics.
Michael Szwejbka is SVP of Quantitative Model Development at U.S. Bank. He has held positions of increasing responsibility in the credit stress testing 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 and CECL. Prior to U.S. Bank, he worked in various quantitative positions in the financial sector, including hedging variable annuities at Ameriprise Financial, building credit reporting systems and modeling defaults at GMAC-ResCap, and reviewing firms’ operational risk models while at the Federal Reserve Bank of New York.
He attended Columbia University where he earned a M.S. in operations research.
Tiffany Temple is the SVP, Director, Credit Risk Analytics for Hancock Whitney Bank headquartered in Gulfport, MS. Based in New Orleans, LA she is responsible for managing the risk rating methodology and modeling for the commercial and consumer portfolios, credit loss estimation for the Bank’s CECL process, and portfolio and idiosyncratic stress testing. She has also served as the Director of Corporate Planning where she managed the development of the bank’s strategic plan, strategic initiatives, corporate budget, strategic forecasting, DFAST process, Quantitative Analytics, and Capital Management.
Tiffany received her undergraduate degree from Jackson State University and holds an MBA from Colorado State University.
Vivek Thadani leads the product development for REIS’s API Product Suite. In addition to his team supporting all API products, the group monitors technology trends to build out next-generation products for supporting the leading CRE market participants as they build out advanced solutions. Vivek and his team are also responsible for discovering new strategic partnerships to build out innovative solutions for CRE professionals. Prior to his current role, Vivek managed the launch of the new CRE products in the Moody’s Analytics Accelerator.
Vivek holds a B.E. in Computer Science from Mumbai University and a M.E.M. from Dartmouth College.
John Toohig is a Managing Director at Raymond James, a Board Member and President of Raymond James Mortgage Company, Inc and Head of the Whole Loan Group. John joined Raymond James (formerly Morgan Keegan) in September of 2006. As manager of the Whole Loan group, Mr. Toohig’s primary responsibilities include day-to-day trading of whole loan packages, portfolio analysis, transaction management and the structuring of whole loan, participation and various structured products. In addition to his trading responsibilities, John is a regular speaker and content creator for various lending related conferences and publications.
Mr. Toohig received his undergraduate degree from the Houghton College and his MBA from the University of Mississippi.
Isidore Verla is currently the Director and SVP of Risk Analytics at First Citizens Bank. He joined First Citizens in 2013, and has been tasked with the establishment of key initiatives at the bank, including CECL model development and adoption, transition to a two-dimensional credit risk rating system, creation of an enterprise data mart with GL-reconciled Risk-Credit-Finance data to advance risk-reward efficiencies, modeling and reporting. Outside of credit risk, Mr. Verla champions analytics across the bank, serving as an internal consultant on call center staffing models / IVR automations, CRA/HMDA compliance analytics, alert optimization and false positive reduction across fraud and AML transaction monitoring, plus overall bank data architecture designs.
Mr. Verla holds a Master of Science degree from the University of North Carolina – Charlotte and a Bachelor of Science degree from Gardner-Webb University.
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, 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 Degree from Tulane University.
Zuck’s core focus is on defining market strategy, developing and delivering the product roadmap and leading operational and technological transformation. Prior to joining RDC, Alex spent 10 years as a management consultant with Ernst & Young, Deloitte and Booz Allen Hamilton advising global customers on corporate strategy.