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)
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
- 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.
- 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.
- Able to use Microsoft Excel and Word.
- Attended English and French schools.
- Passed the first Society of Actuaries exam in probability.
Canadian Securities Course
Passed the first exam in the Canadian Securities Course.
- Passed the first sommelier course at Alqonquin college in wine tasting.