Brian Ding work email
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Brian Ding personal email
• Over 15 years of work experience on liquidity risk, market risk, credit risk, operational risk, corporate treasury, fraud detection, advanced analytics (AA), artificial intelligence (AI), and machine learning (ML) • Various leadership roles managing market risk, corporate treasury, retail credit risk and capital management with respect to establishing policies, guidelines and procedures from a second line of defense perspective • Effectively managed a team of quantitative analysts & data scientists supporting market risk, liquidity risk, credit risk, data risk, AI risk ,and fraud risk managementOctober 2019 - present, Director, Global Model Risk Management, Scotiabank• Responsible to validate the valuation models applied in production for trading operations • Worked with various teams enterprise-wide to develop and streamline data and artificial intelligence (AI) risk management processes and procedures• Led a team of data scientists to develop the AI & ML Model Validation Guidelines for the Bank's global model risk management Sep 2018 – Present, Senior Consultant and Independent Researcher, Brian Ding Financial Modeling & Advanced Analytics Inc.• Extensively studied and implemented various Machine Learning algorithms with vision that could deliver business value • Some of these application developments were uploaded to personal website and GitHub repository with links below: https://bdingjd.wixsite.com/website https://github.com/bdingjdMay 2019 - October 2019, Senior Director, Model Validation, Equitable Bank• Responsible to validate credit risk models for retail and commercial banking products enterprise-wide 2014 – Sep 2018, Director, Capital Markets Trading and Corporate Treasury, Model Validation, BMO Financial Group• Supervised a group of quantitative professionals to validate the models applied for the Bank's capital markets trading products (trading book) and asset & liability management (banking book) • Independent validation on the economic capital models applied by the Bank’s capital markets operations and asset & liability management 2006 – 2014, Director, Capital Markets Trading and Market Risk, Model Validation, BMO Financial Group• Led a team to examine third-party credit risk management systems Moody’s KMV EDF and CreditMetrics, ensuring risk management needs for all trading portfolios are addressed adequately • Led a team to review the Bank’s in-house counterparty credit risk management and value at risk (VaR) systems and implementations for enterprise trading products
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DirectorScotiabank Oct 2019 - PresentToronto, Ontario, Ca• Responsible to validate the valuation models applied in production for trading operations• Worked with various teams enterprise-wide to develop and streamline data and artificial intelligence (AI) risk management processes and procedures with focus on data and model risk management lifecycle• Led a team of data scientists to develop the AI & ML Model Validation Guidelines for the Bank's global model risk management -
Senior ConsultantBrian Ding Financial Modelling & Advanced Analytics Inc. Sep 2018 - Present• Thoroughly researched and implemented various AI algorithms and models with vision that could deliver business value for financial institutions covering market risk, credit risk, trading, data risk, AI risk, fraud detection and anti-money laundering• Implemented and tested extensively using Generative Pre-trained Transformer (GPT), Generative & Adversarial Networks (GAN), Variational Autoencoder (VAE), and Stable Diffusion Model to generate synthetic data for financial applications such as data augmentation, stress testing and anomaly detection• Extensively studied natural language processing (NLP) tools & methodologies with implementation experience on processing text data based on bidirectional encoder representations from transformers (BERT) and generative pre-trained transformer (GPT)• Expert knowledge and implementation experience on causal inference and causal discovery methods with their applications to time series data and feature engineering• Some of these application developments were uploaded to personal website and githup with links below: https://bdingjd.wixsite.com/website https://github.com/bdingjd
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Senior DirectorEquitable Bank May 2019 - Oct 2019Toronto, Ontario, Ca• Established a new model validation group and developed model risk management operating procedures and guidelines for the Bank• Validated and reviewed all retail and commercial credit risk models including an advanced internal rating-based (AIRB) approach and international financial reporting standard (IFRS) 9 methodology -
DirectorBmo Financial Group Sep 2006 - Sep 2018Toronto, On, Ca• 12 years of work experience in Risk Management, Capital Markets Operations, Asset & Liability Management with applications of trading valuations models, risk models, regulatory capital models and economic capital models • Extensive work experience in relationship management with Internal Audit, External Audit and Regulators on model validation issues • Solid knowledge and work experience on risk model validations including ICAAP, CCAR, DFAST, Basel 2, Basel 2.5 and Basel 3 implementations and processes • Strong leadership and team-working skills -
Senior ManagerTd Bank Financial Group Sep 1999 - Sep 2006Credit Risk • Extensively reviewed the Bank’s AIRB credit risk models including framework and system implementation according to Basel requirements Market Risk • Directly engaged in the Bank’s VaR model implementation including stress testing and back testing programs and provided audit opinions as part of the model submission to OSFI Operational Risk• Thoroughly reviewed Bank’s operational risk model, data integrity and procedures to ensure it comply with the audit and regulatory requirements
Brian Ding Skills
Brian Ding Education Details
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University Of WaterlooFaculty Of Arts -
University Of WaterlooFaculty Of Mathematics
Frequently Asked Questions about Brian Ding
What company does Brian Ding work for?
Brian Ding works for Scotiabank
What is Brian Ding's role at the current company?
Brian Ding's current role is Director at Scotiabank.
What is Brian Ding's email address?
Brian Ding's email address is br****@****bmo.com
What schools did Brian Ding attend?
Brian Ding attended University Of Waterloo, University Of Waterloo.
What skills is Brian Ding known for?
Brian Ding has skills like Financial Modeling, Fixed Income, Capital Markets, Enterprise Risk Management, Machine Learning, Computer Programming, Automation On Valuation And Risk Models, Deep Reinforcement Learning, Derivatives, Options.
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