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Douglas W. Dwyer

Part-Time Lecturer

Quant advisor and solution builder with an extensive track record of successfully developing both people and solution frameworks.

Douglas was a Managing Director at Moody's Analytics, where he provided intellectual leadership for the award winning EDF franchise, which focuses on credit risk metrics (such as PD, LGD & EAD). The framework is used by commercial banks, asset managers, insurance companies, corporations, central banks, government sponsored entities and governments throughout the world. The framework is applied to loan monitoring, determining internal risk ratings, computing risk weighted assets and  scenario conditioned losses in the contexts of both stress testing and climate change.  Additional applications include computing internal transfer prices and generating alpha on fixed income portfolios.  Additionally, he led the development of an approach to creating credible metrics of the ESG culture of a company and its business impact.

Prior to working at Moody’s Analytics, Douglas was a Principal at William M. Mercer, Inc., in their Human Capital Strategy practice. Douglas earned a Ph.D. in Economics at Columbia University and a B.A. in Economics from Oberlin College.

Education

  • Ph.D., Economics, Columbia University
  • B.A., Economics, Oberlin College