William J. Morokoff
William Morokoff is a managing director and global head of Quantitative Analytics at Standard & Poor’s. Bill is responsible for leading the development and application of quantitative methodologies for all of Standard & Poor’s Credit Market Services. In partnership with Structured Finance Ratings, Corporate Ratings and Risk Solutions, his team is also responsible for research support of the quantitative models and criteria used in Standard & Poor’s products and services. Bill has worked extensively in credit and market risk modeling, with a research focus on numerical analysis for portfolio risk management problems.
Bill is a frequent participant at industry and academic conferences, presenting new research in quantitative finance. He is also active in the academic community, serving as an associate editor for the SIAM Journal on Applied Mathematics, as well as an advisor on an NSF grant in mathematics and an adjunct associate professor of mathematical finance at Columbia University.
Prior to joining S&P, Bill was a senior member of the credit research group at Moody’s KMV, leading the new product research group and ultimately heading the research team. Before that, he worked in quantitative market risk management as a vice president at Goldman Sachs.
Bill holds a Ph.D. in mathematics from the Courant Institute at New York University,
where he specialized in Monte Carlo methods
and numerical analysis. He also received a B.S. in chemical engineering
from Purdue University.