Weijun Weng

Weijun Weng is an Associate Managing Director at Moody’s Ratings, managing the global Model Verification Team within Credit Strategy and Standards department. At Moody’s, he leads a team of financial engineers focus on controlling model risk of various quantitative credit rating models, scorecards and tools, supporting rating analytics and methodology development. During that time, Weijun has worked on various research projects one of which accounts for the adverse selection bias within synthetic debt obligations. He also helped developing and enhancing Senior Rating Algorithm, which is the foundation of Moody’s rating performance metrics. In his current role, Weijun closely interacts with the model development team, methodology development and review groups, as well as other control functions within the organization.

Weijun’s expertise includes credit risk analytics, statistical regression, model validation and cashflow modeling in structured finance products. Before Weijun transitioned his career into finance, he was a researcher in the area of experimental biophysics. His research topic is Sickle Cell disease, investigating the physical mechanism of protein assembly.