Hamed Nikbakht

About Hamed Nikbakht

Quantitative risk modeler and cyber catastrophe modeling lead (insurance/reinsurance) with 10+ years building probabilistic models and production analytics. I earned my PhD in Risk & Reliability Engineering, where I developed Hamiltonian Markov Chain Monte Carlo (HMC/MCMC) methods for rare-event estimation, surrogate modeling, and large-scale simulation; grounding me in computational statistics and high-performance computing.Today I lead cyber risk / cyber CAT modeling initiatives and help teams turn sparse, noisy, real-world telemetry into defensible, decision-ready outputs: loss frequency/severity, AAL, EP curves (AEP/OEP), scenario analysis, calibration, and model validation/Q&A.Core strengths:• Bayesian & probabilistic modeling: hierarchical models, uncertainty quantification, posterior diagnostics, sensitivity analysis (Sobol)• Data science & engineering: Python / Julia / R, scalable pipelines, reproducible workflows, MLflow-style monitoring, experimentation• Cloud & deployment: Docker, Kubernetes, cloud-native analytics, performance optimization for large runs• Stakeholder impact: executive-ready narratives, client-facing deliverables, mentoring & technical leadershipInterests: Bayesian inference, rare events, forecasting, and resilient systems (including cloud outages / business interruption). Open to select fixed-scope advisory (model audit/validation, Bayesian debugging, EP-curve tooling) in addition to full-time leadership work.

Experience

1. Associate Director Manager - Modeling and Analytics

   Moody's Analytics

   Jun 2024 — Present · Newark, CA, US

Education

• Sharif University of Technology

  Master’s Degree, Structural/Earthquake Engineering

  2007 — 2010

• Marquette University

  Master’s Degree, Data and Computational Science

  2014 — 2016

• Stanford University

  Non-degree program, Applied Statistics

  2015 — 2015

• Penn State University

  Doctor of Philosophy (Ph.D.), Reliability Engineering and Uncertainty Quantification

  2016 — 2020

Skills

• Modeling
• Staad
• Mathcad
• Ansys
• Fortran
• Structural Engineering
• Steel Design
• Sap2000
• Simulations
• Fluid Dynamics
• Structural Health Monitoring
• Matlab
• Latex
• Experimentation
• Abaqus
• Java
• Seismic Design
• Computational Mechanics
• Comsol
• Numerical Analysis
• Earthquake Engineering
• Structural Dynamics
• Signal Processing
• Mathematica
• Simulink
• Fluid Mechanics
• Solid Mechanics
• Numerical Simulation
• Seismic Hazard Analysis
• Mathematical Modeling
• Perfrom 3d
• Foundation Design
• Spatial Distribution of Wind Load on Structures
• Maple
• Cfd
• Autocad
• Performance-Based Earthquake Engineering
• Structural Analysis
• Etabs
• Geotechnical Engineering