Roger M. Stein

Moody's Research Labs
7 World Trade Center (@250 Greenwich St.)
New York, NY 10007
USA

• New York University, Ph. D. (Pattern Discovery and Simulation Methods for Evaluating Stop-loss Based Risk Control Strategies in Futures Trading Systems -- 1999)
• Mr. Stein is the president of Moody's Research Labs (MRL) in New York, a subsidiary of Moody's Corp. MRL is a research and development incubator for the development of innovative financial risk analysis products and services. Stein has been actively engaged in developing new approaches to applied credit risk modeling for over 20 years. As the co-head of Moody's KMV's research and product development Stein led the development of commercial risk management tools and has worked extensively on developing techniques for model validation. Before that he led Moody's Risk Management Services' research group. He has authored dozens of professional and academic articles and serves on the editorial boards of several finance-related journals. He speaks Japanese (and English).
• Stein is the co-author Active Credit Portfolio Management in Practice (Wiley), a handbook for practitioners on applied corporate credit risk management. He also co-authored "Seven Methods for Transforming Corporate Data into Business Intelligence" (Prentice Hall - Out of print).