Tiancheng Wu
Quant Researcher @Moody\'s Analytics | Private Credit Risk & Rating Expert | Statistical & Machine Learning
- Role
- Associate Director at Moody's Analytics
- Location
- Brooklyn, NY, US
- LinkedIn followers
- 500 followers
Experience
Associate Director
Nov 2023 — Present · NY, US
Led the development of RiskCalc private credit PD models for middle-market corporates and banks across multiple regions, delivering substantial performance gains over existing frameworks. Developed the methodology for global corporate default rate assumptions and override logic for model-estimated industry coefficients to ensure comparability and stability across industries and geographies. Architected a unified, scalable research codebase that streamlined collaboration and enabled rapid onboarding. Key contributor in designing the RiskCalc scoring production and metadata engine—a modular, scalable framework that boosted scoring speed by nearly 10x and unified workflows across research, QA, and production for seamless model deployment.Led the development and validation of a qualitative Parent Support Scorecard for a transfer pricing tool, designed to assess the impact of parent or group support on a subsidiary’s PD and credit rating; steamlined validation with GPT, boosting efficiency by 50%.Designed a quantitative template to transform RiskCalc™ private credit ratings into agency-comparable scores—enabling consistent, data-driven assessments for unrated firms and bridging the gap between internal models and market standards in private credit.Led methodology overhaul of the Global Bank Credit Rating Scorecard (Bankscore), a key model for rating bank counterparties using peer analysis and regression. Served as sole research lead and contributed directly to successful client sales by aligning model design with business needs.
Education
Boston College
Bachelor of Science (BS), Mathematics and Computer Science
2014 — 2018
Carnegie Mellon University
Master of Science - MS, Computational Finance
2019 — 2020
Skills
- Microsoft Word
- Java
- Python
- Latex
- Microsoft Excel
- Photoshop
- Actuaries
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