|
"PRMIA Risk Management Course"
Andrew Aziz Dr. Andrew Aziz is Managing Director, Market Risk and Buy-Side Solutions at Algorithmics Inc., responsible for leading the business development and product direction associated with risk based decision support solutions to Buy-Side and Sell-Side financial institutions. His previous roles at Algorithmics included Vice President of Products and Executive Director of Financial Engineering. Since joining Algorithmics in 1994, he has led the design, positioning, implementation and consulting of numerous risk management solutions and client driven initiatives in over 50 client sites around the world. Dr. Aziz holds a number of degrees, including a Ph.D. in Finance from York University, an MBA in Finance from Queens University and a B.Sc (Honours) in Chemistry from McMaster University. In addition to publishing several refereed articles on financial engineering and risk management, Andy has spoken extensively at risk management and financial engineering conferences worldwide as well as lecturing and providing training to various business schools and financial institutions. Prior to joining Algorithmics, Andy taught at York University and Wilfrid Laurier University in their MBA and BBA programmes, respectively. Marcos Escobar Marcos Escobar received his Ph.D. from the University of Toronto in 2004. He is Assistant Professor of the Department of Mathematics at Ryerson University as well as Associated Researcher at Risklab Toronto. Prof. Escobar' research focuses on Multidimensional Structures, combining Stochastic Processes and Statistics to numerous areas in Finance like Term Structure Modelling and Exotic Derivative Pricing. He has served as consultant for financial institutions on problems involving Interest Rate Risk Management, CTA, HedgeFunds and Arbitrage modelling. Pablo Olivares. Pablo Olivares is Research Associate at Risklab Toronto, University of Toronto and instructor at the Department of Mathematics, Statistics and Computer Sciences at University of Toronto at Mississauga. His research activities are related to Non-Gaussian Models in Finance, with several published papers regarding Stable Distributions and Jump-Diffusion Models. He has organized and lectured courses in Finance Mathematics at graduate level. He is author of the book Mathematical Methods in Finance. David Saunders. David Saunders received his Ph.D. from the University of Toronto in 2001. He is a member of the Department of Statistics and Actuarial Sciences at the University of Waterloo, he held positions as CLR Stockbrokers Chair in Corporate Finance and Deputy Director of Risklab Cyprus at the Cyprus International Institute of Management, and a member of the Department of Mathematics at the University of Pittsburgh, where he co-directed the department's Professional Sciences Master Degree in Mathematical Finance. Prof. Saunders' research focuses on application on probability and stochastic optimization to problems in credit risk and derivative securities. During Prof. Saunders graduate studies, he was member of the Quantitative Research Group at Algorithmic Inc. and of Risklab Toronto. He has served as consultant for numerous financial institutions on problems involving derivative pricing, interest rate risk, and credit risk management.
Luis Seco. Luis Seco received his Ph.D. from Princeton University in 1989. He joined the faculty of the University of Toronto in 1992, after a position at the California Institute of Technology. He founded Risklab in 1996 as a joint initiative between the University and Algorithmic Inc. which focuses in risk management issues. and is sponsored by a number of corporations in the financial sector. He is currently a professor in the Department of Mathematics and the Rotman School of Management at the University of Toronto. He si also president and CEO of Sigma Analysis and Management, a portfolio management firm which serves the institutional alternative investment sector worldwide. He specializes in market and credit risk as well as investment management. Stokeley Smart Stokeley Smart is currently a regulator for
the Financial Service Commission of Ontario, responsible for ensuring that
the risk of pension plans in Ontario becoming insolvent is minimized and
that pension plan beneficiaries are duly protected. He is currently pursuing
the Fellow of the Society of Actuaries (F.S.A) designation specializing in
Finance/Enterprise Risk Management. Dash Wu Dash WU is the affiliate professor at
RiskLab of University of Toronto and the director of RiskChina Research
Center of University of Toronto. He is also the adjunct/guest professor at a
couple of Chinese universities.
|
|