Join us at rstudio::conf(2022) to sharpen your R skills. | July 25-28th in D.C.
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Deep Learning Extraction for Counterparty Risk Signals from a Corpus of Millions of Documents
January 30, 2020
Moody is a Senior Director of Financial Engineering at S&P Global – Market Intelligence. As a Group Manager in New Product Development within Market Intelligence, he leads a team focusing on applying modeling techniques, such as machine learning and data sciences to extract information value for risk management. Previously, he was Co-Head of Research and Development at Credit Market Analysis (CMA), where he led the model development and research on Credit Default Swaps pricing and risk management. Prior to CMA, Moody was at the Chicago Mercantile Exchange (CME) Group and before that had several senior roles in analytical & technical practices, spanning diverse areas from Asset-Liability Management (ALM) to Business Intelligence (BI). Moody holds a Bachelors of Science in Computer Science from Georgia Institute of Technology, Masters of Science in Operations Research from Columbia University and MBA from the University of Chicago – Booth School of Business.