François Guay, Ph.D.

François Guay, Ph.D. Email and Phone Number

Model Risk Manager | Lecturer | Mentor @ BNP Paribas
paris, île-de-france, france
François Guay, Ph.D.'s Location
Montreal, Quebec, Canada, Canada
François Guay, Ph.D.'s Contact Details

François Guay, Ph.D. personal email

n/a
About François Guay, Ph.D.

I graduated from Boston University with a Ph.D. in Economics. After working for two years at Cornerstone Research and one semester as an instructor at BU Questrom School of Business, I moved to Canada for an Advisor position in Integrated Risk Management at Laurentian Bank (QC). I am currently a VP in Model Validation at BNP Paribas in Montreal.For more information, you can visit my website:https://sites.google.com/view/francoisguay

François Guay, Ph.D.'s Current Company Details
BNP Paribas

Bnp Paribas

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Model Risk Manager | Lecturer | Mentor
paris, île-de-france, france
Website:
bnpparibas.com
Employees:
163533
François Guay, Ph.D. Work Experience Details
  • Bnp Paribas
    Vice President, Model Risk Management & Model Validation
    Bnp Paribas Feb 2024 - Present
    Montreal, Quebec, Canada
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  • Bnp Paribas
    Assistant Vice President, Model Validation
    Bnp Paribas Mar 2022 - Feb 2024
    Montreal, Quebec, Canada
    - Conduct independent quantitative and qualitative reviews of models (IFRS9, Scoring Models, CCAR, IRB, Stress Testing) used in accordance with internal standards and regulatory guidance, such as SR11-7 or European Banking Regulations (CRD, CRR, Basel IV).- Member of Junior RISK Executive Board, involving diverse transformation projects related to ESG topics (CRE asset stranding), recruitment and talent retention.- Member of Junior RISK IRC Management Committee, involving employees upskilling in coding.
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  • Bnp Paribas
    Senior Analyst, Model Validation
    Bnp Paribas Nov 2020 - Mar 2022
    Montreal, Quebec, Canada
    Conduct independent quantitative reviews of models used in accordance withinternal standards and regulatory guidance, in particular SR11-7. These includes:- PD and LGD models used for Point-in-Time credit loss forecasting (CCAR, IFRS9, CECL)- PD and LGD models used for credit ratings - Loss provisioning
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  • Hec Montréal
    Lecturer
    Hec Montréal Aug 2022 - Present
    Montreal, Quebec, Canada
    Risk Management course (D.E.S.S level)
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  • Fin-Ml
    Mentor
    Fin-Ml Mar 2022 - Present
    Montreal, Quebec, Canada
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  • Laurentian Bank
    Advisor, Integrated Risk Management
    Laurentian Bank Apr 2019 - Nov 2020
    Montreal, Canada Area
    - Conceptual Validation of PD, LGD and EAD models - Validation of the Backtesting process- Validation of LBC's Default Management System
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  • Boston University Questrom School Of Business
    Instructor
    Boston University Questrom School Of Business Sep 2018 - Dec 2018
    Greater Boston Area
    Instructor for:- Portfolio Theory (Master's level)- Doctoral Seminar in Finance (PhD level)
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  • Cornerstone Research
    Associate
    Cornerstone Research Jul 2016 - Aug 2018
    Boston
    I have worked on diverse litigation cases involving:- Residential Mortgage-Backed Securities (RMBS)- Collateralized Debt Obligations (CDO)- LIBOR-indexed Derivative Products (Interest Rate Swaps, Swaptions)- Stock Options- Distressed Investments
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  • Boston University
    Teaching Assistant
    Boston University Sep 2012 - May 2016
    Boston
    Undergraduate course: Introduction to MacroeconomicsGraduate course (Master's): Statistics for EconomistsGraduate course (Ph.D.): Advanced Econometrics
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  • State Street Associates
    Quantextual Team Intern
    State Street Associates Jun 2015 - Dec 2015
    Cambridge, Ma
    Search for and summarize academic literature related to investment management, performance measurement, risk management, macroeconomics and empirical finance
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  • Mcgill University
    Research Assistant
    Mcgill University Apr 2011 - Aug 2011
    Montreal, Canada Area
    I assisted a professor to develop a new way to evaluate mutual fund performances. I was conducting research on mutual fund performances, using False Discovery Rate methods. I elaborated some Matlab code to sort the funds according to their characteristics (turnover, size, age, etc.) and test whether some categories of funds generating positive alpha were lucky or had skills.
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  • Vinci
    Intern
    Vinci May 2008 - Aug 2008
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François Guay, Ph.D. Skills

Management Coaching Leadership Change Management Des Data Encryption Standard Crm Human Resources Business Strategy Organizational Development Management Consulting Business Development Strategic Planning Performance Management Ressources Humaines Consulting En Management Leadership Development Team Leadership Strategy Entrepreneurship Team Management Entrepreneuriat Gestion Des Performances Gestion De La Relation Client Statistics Economics Econometrics Matlab French Microsoft Office Time Series Analysis Quantitative Analytics Latex Data Analysis English Mathematics Research Statistical Modeling Teaching Microsoft Excel R Probability Operations Research Mathematical Modeling Monte Carlo Simulation Financial Modeling Quantitative Finance Microeconomics Applied Mathematics Python Equities Finance Financial Analysis Macroeconomics Equity Valuation C++ Machine Learning

François Guay, Ph.D. Education Details

Frequently Asked Questions about François Guay, Ph.D.

What company does François Guay, Ph.D. work for?

François Guay, Ph.D. works for Bnp Paribas

What is François Guay, Ph.D.'s role at the current company?

François Guay, Ph.D.'s current role is Model Risk Manager | Lecturer | Mentor.

What is François Guay, Ph.D.'s email address?

François Guay, Ph.D.'s email address is fg****@****one.com

What schools did François Guay, Ph.D. attend?

François Guay, Ph.D. attended Boston University, Ecole Polytechnique De Montreal, Ecole Nationale Supérieure D'arts Et Métiers.

What are some of François Guay, Ph.D.'s interests?

François Guay, Ph.D. has interest in Children, Civil Rights And Social Action, Environment, Science And Technology, Human Rights, Animal Welfare, Arts And Culture, Health.

What skills is François Guay, Ph.D. known for?

François Guay, Ph.D. has skills like Management, Coaching, Leadership, Change Management, Des, Data Encryption Standard, Crm, Human Resources, Business Strategy, Organizational Development, Management Consulting, Business Development.

Who are François Guay, Ph.D.'s colleagues?

François Guay, Ph.D.'s colleagues are Marie Froger, Marion Dagbert, Sofia Pinto, Sabrina Spina, Audrey Gairaud, Helene Guilpain, Delphine Gaudaire.

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