Greg Frank Email and Phone Number
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Greg Frank personal email
Risk management is about incorporating the effect of potential future events into today's strategy and management. By doing this we can make better risk-informed decisions and optimize how we allocate resources to accomplish business objectives. Quantitative risk management develops mathematical models that help to identify, measure, manage and control risks.My background is in Applied Mathematics, and I have worked with derivative valuation and risk management models for quite a while, with the goal of using advanced quantitative methods to answer practical business problems. I have built, implemented and validated valuation and risk models on both on the sell and buy sides. I have combined this with a strong commitment to education, ranging from introductory undergraduate courses through to Board-level risk education.
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Director, Model ValidationOntario Teachers' Pension Plan Feb 2015 - PresentToronto, Canada AreaLeading a team of quantitative professionals to validate derivative valuation (vanilla through exotic, all methodologies) and risk (market, credit, liquidity) models. Developing a model risk governance framework for a large diverse pension fund with a wide range of investments across public (exchange traded, cleared, OTC) and private (equity, debt, real estate, infrastructure) markets.
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Director, Program DevelopmentGlobal Risk Institute Oct 2013 - Feb 2015Toronto OntarioDeveloping education programs and courses for Board members from banks, insurance and pension funds, in order to make better risk-informed decisions. Partnering with academia and industry to develop graduate risk management programs that meet the industry's needs in a post-crisis world. -
Vp, Capital Markets Risk AnalyticsCibc Feb 2009 - Jun 2013Toronto, CanadaLed a quant team providing practical and implementable quantitative solutions to Capital Markets, Market Risk, Counterparty Credit Risk, Operational Risk and other stakeholders: - Developing and mentoring a team of quantitative professionals;- Market Risk: extend VaR methodologies to accommodate regulatory and business requirements (Stressed VaR, Incremental Risk Charge, risk sources (basis, skew) and risk measures (Insurance and Pension risk);- Counterparty Risk: introduce new markets, derivative products and functionalities into the CCR engine; - Partnered with Risk, Front Office, Finance, Technology on quantitative issues (CVA/DVA, Centralized Counterparty Clearing for derivatives, etc). -
Avp Global Business Services AnalyticsTd Bank 2006 - 2008Toronto, CanadaLed a team of Middle Office quants responsible for derivatives valuation and risk model usage across the Dealer including:- Valuation and risk of exotic options, structured positions and illiquid markets;- Partnering with key stakeholders for new products;- Introduced model inventory and model risk management;- Developed and retained quantitative staff; participated in a bank-wide modeling council to create a distinct career path for quantitative professionals. -
Vp, Credit Risk MethodologyMorgan Stanley 2004 - 2006New York City- Credit quant supporting derivatives Counterparty Credit Risk exposure system and stand-alone modeling of large or complex deals;- Counterparty Risk methodology and analytics for commodities for energy counterparty exposure (crude/refined oil, gas, electricity, emissions). Exposure modeling of structured energy derivatives. -
Market Risk MethodologyBmo Financial Group 2002 - 2004- Led team to develop Market Risk VaR system spanning multiple asset classes (IR, FX, Equity, Commodity, Credit). Requirements elicitation with Risk stakeholders, methodology development with Risk, Project Management, Technology and other stakeholders, system, unit, integration and acceptance testing cycles. (2001-2003).- Market Risk Oversight of fixed income, interest rate, FX and options trading activities and risk taking (2004).
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Director, Model Risk And VettingBank Of Montreal 1997 - 2001Toronto, CanadaDeveloped and staffed a Vetting team of quantitative professions responsible for verifying and validating model risk content in capital markets derivatives models: pricing, hedging, simulation, risk management systems.
Greg Frank Skills
Greg Frank Education Details
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Applied Mathematics, Physics -
Applied Mathematics
Frequently Asked Questions about Greg Frank
What company does Greg Frank work for?
Greg Frank works for Ontario Teachers' Pension Plan
What is Greg Frank's role at the current company?
Greg Frank's current role is Director Model Validation, Ontario Teachers' Pension Plan.
What is Greg Frank's email address?
Greg Frank's email address is gr****@****ers.com
What schools did Greg Frank attend?
Greg Frank attended The University Of Western Ontario, The University Of Western Ontario, The University Of Western Ontario.
What are some of Greg Frank's interests?
Greg Frank has interest in Kayaking, Education, Maximizing Entropy, Classic Guitar, Rammstein Depending On My Mood.
What skills is Greg Frank known for?
Greg Frank has skills like Market Risk, Derivatives, Financial Risk, Capital Markets, Fixed Income, Risk Management, Credit Risk, Risk Analytics, Quantitative Analytics, Monte Carlo Simulation, Counterparty Risk, Banking.
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2hotmail.com, e2adventures.com1 +151499XXXXX
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Greg Frank
Toronto, On1hotmail.com2 +141641XXXXX
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