David T. Hamilton is a Managing Director, Head of Stress Testing and Credit Risk Analytics for the Asia Pacific Region, based in Singapore. Dr. Hamilton has been with Moody’s for eighteen years and has held various senior positions in both Moody’s Investors Service and Moody’s Analytics. Most recently, Dr. Hamilton served as Managing Director in the Capital Markets Research Group in New York, leading a team that focused on applied research and model development using market price-derived credit risk signals, such as Expected Default Frequency (EDF) measures and Market Implied Ratings.
During his tenure at Moody’s Investors Service, Dr. Hamilton worked on corporate, sovereign, and municipal credit risk, and structured finance. He led Moody’s Corporate Default Research team in the Credit Policy Group, authored Moody’s global corporate default studies for seven years, and co-developed Moody’s first default rate forecasting model in 1998. Prior to joining Moody’s in 1997,
Dr. Hamilton worked in the Regional Economics group at the Federal Reserve Bank of Philadelphia.
Dr. Hamilton has lectured on credit risk topics at Columbia Business School, the Stern School of business at New York University, the City College of New York, The International Center for Financial Asset Management and Engineering (FAME) in Lausanne, Switzerland, and was an instructor at the New York Institute of Finance. Mr. Hamilton is on the editorial board of the Journal of Credit Risk. Dr. Hamilton holds a B.A. in economics and classical studies from Texas A&M University and a Ph.D. in financial economics from the City University of New York.