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Grant Zhang, Ph.D is listed as Quant at National Futures Association, a with 615 employees, based in United States. AeroLeads shows a work email signal at bmo.com and a matched LinkedIn profile for Grant Zhang, Ph.D.
Grant Zhang, Ph.D previously worked as Senior Specialist at Canada Mortgage And Housing Corporation (Cmhc) Société Canadienne D'Hypothèques Et De Logement(Schl) and Manager, Model Validation at Bmo Financial Group. Grant Zhang, Ph.D holds Master'S Degree, Mqf-Master Of Quantitative Finance from University Of Waterloo.
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AeroLeads found 1 current-domain work email signal for Grant Zhang, Ph.D. Compare company email patterns before reaching out.
As a PHD in Mathematical Finance and having been researching for 10+ years in the probability related fields, I own in-depth knowledge and skills which range from the profound theoretical stochastic analysis to the practical financial engineering and financial risk management. Key Specialties:• Finance: Financial Derivatives; Option Pricing Models; Binomial Tree Model; Black-Scholes Formula; Financial Engineering; Financial Portfolio Analysis; Financial Risk Management; Financial Modeling; Stochastic Volatility Models• Stochastic Analysis: Stochastic Calculus; Stochastic Processes; Stochastic Differential Equations; Backward Stochastic Differential Equations; Martingale Theory; Modern Probability Theory• Statistics and Econometrics: Time Series Analysis; AR, MA, ARMA, ARCH, GARCH Models; Monte Carlo Simulation; Markov Chain Monte Carlo; Statistical Modeling; Bayesian Statistics; Models and Variables Selection; Statistical Forecasting• Actuarial Science: Probability; Models for Financial Economics; Financial Mathematics; Construction and Evaluation of Actuarial Models; VEE Economics and VEE Corporate Finance• Computing: SAS, C, MATLAB, Microsoft Office, and FORTRAN, SPSS • Queueing Theory; Operational ResearchI can be reached by g34zhang@uwaterloo.ca. Thank you.Grant (Guichang) Zhang
Listed skills include Financial Modeling, Statistics, Statistical Modeling, Quantitative Finance, and 26 others.
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A career timeline built from the work history available for this profile.
New York, United States
•Basel III endgame; FRTB; Market Risk; Counterparty Credit Risk; Credit Valuation Adjustment Risk; Expected Shortfall; Sensitivities-based standardized approach•Reviewing and approving capital models from member firms, including VaR, SVaR, Specific Risk Model, Increment Risk Charge Model and Comprehensive Risk Model•Reviewing and approving SIMM models from member firms
Toronto
•Validated and reviewed actuarial IFRS17 models, including LifeCycle Analyzer (LCA) model and Loss Analyzer (LA) model, for both the HomeOwner portfolio and Multi-Unit portfolio•Validated and reviewed the Housing Market Assessment (HMA) model, which is used to assess Canadian housing market's overvaluation, overheating, overbuliding and price acceleration
100 King Street W, Toronto
• Validated and reviewed a variety of models including CECL, IFRS9 (PD/LGD/EAD), CCAR stress testing, adjudication scorecard models• Fully engaged in the IFRS9 models from end to end including data validation, model framework assessment, model testing, performance monitoring framework design, implementation testing, model overlay assessment, and trigger review assessment• Conducted multiple model testing including back-testing, sensitivity/stress/scenario testing, and model-specific testing using SAS• Provided effective challenge regarding the model defects as well as consultation to the solutions; Provided effective challenge regarding the model documentation to ensure it is complete and compliant with the Bank’s Model Risk Management Framework (MRMF), as well as regulators’ guidelines and requirements• Checked and ensured compliance of model development with regulatory standards including FRB, OCC and OSFI • Presented validation findings to senior management and documented validation report • Joined BMO training for machine learning, Python, Dataiku and R
100 King Street W, Toronto
• Validated and reviewed a variety of models including CCAR, adjudication, fiduciary and insurance models• Covered adjudication scorecard models for multiple retail portfolios including mortgage (both conventional and insured), car loans and overdraft protection • Provided effective challenge regarding the model defects as well as consultation to the solutions • Checked and ensured compliance of model development with regulatory standards including FRB, OCC and OSFI • Presented validation findings to senior management and documented validation report
Other employees you can reach at futures.org. View company contacts for 615 employees →
Alessandra Riccardi
Colleague at National Futures AssociationNew York, United States
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Arzo M Reshad Cpa, Cfe
Colleague at National Futures AssociationNew York City Metropolitan Area, United States
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Jessica Flores
Colleague at National Futures AssociationEvergreen Park, Illinois, United States
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Deloris Lee
Colleague at National Futures AssociationGreater Chicago Area, United States
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Kevin Ortega
Colleague at National Futures AssociationGreater Chicago Area, United States
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Steve Polkoff
Colleague at National Futures AssociationChicago, Illinois, United States
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Jelena M
Colleague at National Futures AssociationEurope, United States
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Jessica Miro
Colleague at National Futures AssociationChicago, Illinois, United States
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Sharon Pendleton
Colleague at National Futures AssociationGreater Chicago Area, United States
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Maulik Shah
Colleague at National Futures AssociationWinnipeg, Manitoba, Canada
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Quick answers generated from the profile data available on this page.
Grant Zhang, Ph.D works for National Futures Association.
Grant Zhang, Ph.D is listed as Quant at National Futures Association.
AeroLeads has found 1 work email signal at @bmo.com for Grant Zhang, Ph.D at National Futures Association.
Grant Zhang, Ph.D is based in United States while working with National Futures Association.
Grant Zhang, Ph.D has worked for National Futures Association, Canada Mortgage And Housing Corporation (Cmhc) Société Canadienne D'Hypothèques Et De Logement(Schl), Bmo Financial Group, Aon Hewitt, and University Of Saskatchewan.
Grant Zhang, Ph.D's colleagues at National Futures Association include Alessandra Riccardi, Arzo M Reshad Cpa, Cfe, Jessica Flores, Deloris Lee, and Kevin Ortega.
You can use AeroLeads to view verified contact signals for Grant Zhang, Ph.D at National Futures Association, including work email, phone, and LinkedIn data when available.
Grant Zhang, Ph.D holds Master'S Degree, Mqf-Master Of Quantitative Finance from University Of Waterloo.
Grant Zhang, Ph.D is listed with skills including Financial Modeling, Statistics, Statistical Modeling, Quantitative Finance, Quantitative Analytics, Derivatives, Matlab, and Sas.
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