Biography

Dr. Samuel W. Malone currently leads the quantitative research team within the CreditEdge™ research group at Moody's Analytics. In this role, he develops novel risk and forecasting solutions for global banks and asset managers, while providing thought leadership on related trends in financial markets.

A former Rhodes scholar and highly cited author on macro-financial risk, Dr. Malone combines deep industry experience modeling credit risk across consumer credit, auto loan, auto lease, commercial credit and mortgage portfolios with strong relationships within Moody’s. Previously a tenured finance professor, he has published peer-reviewed papers using machine learning techniques for a variety of applications, as well as industry white papers on methods for detecting emerging credit risk contagion and forecasting default probabilities and asset values under macroeconomic scenarios.

He is author of the book Macrofinancial Risk Analysis, published in the Wiley Finance series with foreword by Nobel Laureate Robert Merton, as well as the author of more than 20 peer-reviewed articles in academic journals. He holds undergraduate degrees in mathematics and economics from Duke University, where he studied as an A.B. Duke scholar and graduated with summa cum laude Latin honors, and masters and PhD degrees in economics from the University of Oxford.

During his career, Dr. Malone has taught at and consulted for top institutions in Europe and the Americas, including Oxford, the University of Navarra, the European Commission, the Central Banks of Venezuela and Peru, and several large North American financial institutions. His articles have been published in outlets such as World Development, the Journal of Applied Econometrics, the Journal of Financial Econometrics, the International Journal of Forecasting, the Annual Review of Financial Economics, Oxford Economics Papers, the Journal of Investment Management, Institutional Investor, and GARP Risk Intelligence.