I am an ex-academic now working at Moody's Research Labs.
My current work at MRL focuses on econometric modeling of different credit instruments and loans. It involves calculating Probabilities of Default (PDs), Losses Given Default (LGD) and Macro and Interest Rate Modeling.
My academic research focused on the investment properties of corporate bond rating classes and on understanding the risk characteristics and interconnections of bonds and stocks.
As a professor of Finance I have taught courses in Fixed Income Securities and Derivatives at the Stern School of Business, New York University (NYU) and at the Marshall School of Business, University of Southern California (USC).
My areas of research are: asset pricing, fixed income, credit risk, interest rates, derivatives, structured finance, macro.
