Jing Zhang is a Divisional Managing Director and the Global Head of Moody’s Analytics Quantitative Research Group. Formerly known as the Moody’s KMV Research Group, the team is responsible for the quantitative modeling behind the EDF and LGD models for both public and private firms, commercial real estate, and portfolio and ALM analytics. Jing joined the KMV research team in 1998, eventually managing day-to-day research operations in 2000. He has made major contributions to a number of KMV quantitative models widely used in the industry today. Jing has also held a number of additional senior roles in Product Management and the Client Solutions Group, and he has advised banks and other financial institutions on risk management issues for many years. He has extensive experience supporting CCAR banks conducting loss estimation, PPNR modeling, model validation, benchmarking and capital planning, stemming from more than a dozen major client projects. Jing obtained his Ph.D. from the Wharton School of the University of Pennsylvania and his Master Degree from Tulane University. He was a lecturer for the Master of Financial Engineering Program at the University of California, Berkeley from 2010–2012. His research papers have been published in both academic and industry journals, such as the Journal of Time Series, the Journal of Fixed Income, and the Journal of Risk Model Validation.
Edited by Masha Muzyka, Laurent Birade, Yashan Wang and Jing Zhang