João Mergulhão
Director - Research @Moody's Analytics
Signup · Get unlimited contacts
WORK HISTORY
Director - Research @Moody's Analytics
Lisbon, PT
Leading the European credit risk research team, managing quantitative researchers in London and Prague.Responsibilities:• People management: hiring, coaching, performance management, building team culture• Research leadership: setting priorities, delivering new analytical capabilities• Client delivery: translating quantitative research into solutions for global banks and insurers• Product development: contributing to portfolio analytics platforms• Cross-functional collaboration: partnering with strategy, product, advisory, and commercial teams across regionsTechnical focus: portfolio credit risk, climate risk, stress testing, IFRS 9 impairment forecasting, regulatory capital (Basel correlation modeling.Currently exploring: Generative AI applications in credit risk, LLM-powered analytics, agentic frameworks for financial modeling.
EDUCATION
Nova School of Business and Economics
Doctor of Philosophy (Ph.D.), Finance
Nova School of Business and Economics
Master’s Degree, Business Management (Finance)
Universidade Nova de Lisboa
Economics
SKILLS
ABOUT JOÃO MERGULHÃO
Research director and team manager building credit risk solutions for global financial institutions. Leading a team at the forefront of applying Generative AI to quantitative finance. I lead a team of quantitative researchers across London and Prague, developing portfolio risk models, stress testing methodologies, and regulatory capital solutions. My role spans people management, hiring, strategic research direction, and hands-on analytics - increasingly exploring how GenAI and agentic frameworks can transform how we build and deliver financial models. Areas of expertise: • Portfolio credit risk and economic capital modeling • Generative AI and LLMs applied to quantitative finance • Climate risk and ESG integration • IFRS 9 and CECL impairment forecasting • Stress testing and regulatory capital (Basel CRR3) • Correlation modeling and concentration risk • Python, R, SQL, Monte Carlo simulation PhD in Finance. Former Assistant Professor (FGV São Paulo), Visiting Lecturer at Cambridge Judge Business School and Cass Business School. Published researcher. Based in Lisbon, leading teams in London and Prague.
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.