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Spring 2021 Advisory

Find the latest information SPS's plans for the Spring and University resources. Message from the Dean.
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Kamyar Moud

Lecturer; Former Managing Director and Global Head of Enterprise Risk Architecture and Solution, AIG

Kamyar Moud has over 17 years of experience in financial services industry specializing in quantitative risk modeling and management, Until recently, Kam was leading the enterprise-wide Risk Solutions and Architecture globally at AIG, the insurance giant. In his role, he led the design and deployment of enterprise wide risk analytics modeling systems, tools and solutions as well as the digital transformation and automation of enterprise risk analytics, modeling and reporting processes and systems.

Prior to AIG, Moud was with State Street, in his capacity he was leading the research and quantitative model development efforts focusing on quantitative stress testing model development in order to assess the effects of severe economic scenarios on buy side clients’ investment portfolios. In parallel he worked closely with new product development team within State Street Global Exchange that had the mandate of looking into external acquisitions and strategic partnerships. Moud joined State Street from Moody’s Analytics (KMV) in San Francisco where he was the Head Portfolio Risk Advisory Services for Americas. Moud and his team were responsible for development and implementation of quantitative risk models which included Economic Capital models, Asset class specific Credit Risk models, Custom Credit Correlation and Credit Transition models, Macro-economic Credit Stress Test models for Tier 1 and 2 national and international banks, insurance companies and asset managers.

Prior to Moody’s, Moud was a Senior Quantitative Research Analyst with Canadian Bank of Imperial Commerce (CIBC) in Toronto where he developed credit risk models and deployed new analytical functionalities to the bank’s Credit Risk Models Performance Monitoring system. Moud joined CIBC from Algorithmics Inc. where he was a Quantitative Research Analyst in the Quantitative Research group; his research focused on portfolio optimization and asset allocation using multistage stochastic models and online algorithms.

Moud holds three master of science degrees in Operation Research and Finance, Statistical Signal Processing, Negotiations and Conflict resolution and a Bachelor of science in Electrical Engineering. He has presented in international conferences and published in peer reviewed scientific journals. He is an avid runner and traveler.


  • M.S., Columbia University
  • M.S., Queen's University, Smith School of Business, Canada
  • M.S., Chalmers University of Technology
  • B.S.,  Sharif University of Technology