CV

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EDUCATION

UNIVERSITY OF OTTAWA, Ottawa, Ontario – Expected April 2015

Joint Honours BSc in Financial Mathematics and Economics (10.0/10.0 CGPA)

  • University of Ottawa Admission Scholarship renewed annually ($3,000)
  • Linis Mathematics Scholarship for the academic year 2011-2012 ($500) and 2012-2013 ($1,000)
  • Merit Scholarship for the academic year 2013-2014, 2014-2015 ($1,000)
  • Maha and Kassem Saleh Scholarship for the academic year 2011-2012 ($1,000)
  • Yvon Grandchamps Mathematics Scholarship for the academic year 2013-2014 ($1,000)


WORK EXPERIENCE

BANK OF MONTREAL, Torono, Ontario – June 2015 to present

Model Risk Specialist

  • Validate models in counter party credit risk to ensure that they are mathematically sound and conform with regulation and model purpose.

UNIVERSITY OF OTTAWA, Ottawa, Ontario – May 2014 to December 2014

National Science and Engineering Research Council (NSERC) Undergraduate Student Research Award (supervised by Vladimir Pestov)

  • Built a computer program that downloaded from the internet news headlines and stock price returns and stored them in a database.

  • Created a text classification model that predicts daily stock price returns given news headlines.

  • Test the concepts of metric entropy, fat shattering dimension, and the intrinsic dimension on financial data.
  • Apply new supervised machine learning techniques to test different hypotheses on financial data.
  • Regularly present topics on foundations of statistical machine learning in a weekly seminar. Click here for link to seminar

UNIVERSITY OF OTTAWA, Ottawa, Ontario – January 2014 to April 2014

National Science and Engineering Research Council (NSERC) Undergraduate Student Research Award  (supervised by Rafal Kulik)

  • Studied different simulation methods that allow for the pricing of financial derivatives. The main tools used were stochastic calculus and Monte Carlo simulation.
  • Click Here for final paper.

UNIVERSITY OF OTTAWA PENSION FUND, Ottawa Ontario – May 2013 to August 2013 

Financial Analyst (Nominated for Science Co-op Student of the Year award)

  • Managed all active accounts by forecasting cash flows and ensuring there was enough money at all times.
  • Designed and automated spreadsheets that would make the daily and monthly tasks more efficient.
  • Helped automate the tracking of capital calls and return of capital, which also calculated every possible internal rate of return.
  • Calculated total monthly foreign currency to hedge and helped implement transactions.
  • Wrote up monthly and quarterly reports to update committees on pension fund activity.

 

CENTER FOR THE STUDY OF LIVING STANDARDS, Ottawa, Ontario – April 2012 to July 2012

Research Assistant

  • Organized data using Excel and Stata to ensure that the 100+ tables were easy to find, consistent in format and complete. 
  • Created and updated databases in Excel on various economic indicators for Canada and the United States.
  • Worked with data on economic indicators, health, crime, education, art and labour.
  • Analyzed trends in data sets by recognizing peaks and troughs in the data and proposing explanations.

                                                                                                                                                 

ADDITIONAL SKILLS

Computer programming

  • Able to write programs in Java, R, and MySQL.

Web page creation and design

  • Maintained the Rotaract Ottawa website (www.rotaractottawa.ca) for two years and frequently updated the news section; created an online store to purchase tickets using available software.

Software

  • Able to use Microsoft Excel and Word.

Languages

  • Attended English and French schools.

Actuary

  • Passed the first Society of Actuaries exam in probability.

Canadian Securities Course

  • Passed the first exam in the Canadian Securities Course.

Wine

  • Passed the first sommelier course at Alqonquin college in wine tasting.

Beside Sabrina is Bria, a very smart, cool girl. Photo by Rafid Hoda

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