Michael G. Ding is a risk management professional focusing on quantitative research and risk modeling. He has over 20 years of risk management experience at leading Wall Street companies, including Morgan Stanley, Lehman Brothers, and Goldman Sachs. His expertise is in quantifying market risk and credit risk. He also has extensive experience in counterparty risk management and modeling counterparty valuation adjustment (CVA) risk.
Michael has worked at S&P Global Ratings, where he led a team conducting quantitative research on various credit rating models. Prior to S&P Global Ratings, Michael worked at Morgan Stanley, where he was the global lead of stress testing research, with global coverage of asset classes in the Trading Book, Banking Book, and Investment Portfolio. Prior to this role, Michael worked as a risk manager and modeler of counterparty risk, focusing on hedging strategies. Prior to that, Michael worked at Lehman Brothers and Goldman Sachs developing models such as Value-at-Risk (VaR) and fixed income trading.
Michael holds a Ph.D. A.B.D. in Mathematics, an M.S. in computer science from Rutgers University, and a B.S. in mathematics from Beijing Normal University.