Marco Leung Email & Phone Number

As a quantitative analyst in the Deloitte financial engineering and modeling team, I apply my strong knowledge of risk measures, financial products, derivatives, statistics models, and mathematical finance as well as financial regulations (Basel II, Basel III, FRTB, CCAR, etc.) to deliver high-quality validation reports for various models used by Canadian commercial banks. I have solid experience in credit risk, market risk, and treasury modeling, following financial regulations and the OSFI E-23 guidelines and using various programming languages, such as Python, R, SAS, Excel, and VBA. I also have excellent communication skills, developed from project presentations and client-facing work experience.I hold an MSc in Financial Statistics from the London School of Economics and Political Science, where I gained a solid foundation in risk management, model development, stochastic calculus, and Black Scholes. I also have an MMath in Actuarial Science from the University of Waterloo and a BA in Actuarial Science and Mathematics from the University of Wisconsin-Milwaukee.I am passionate about quantitative finance and eager to learn new skills and techniques. I am actively seeking full-time opportunities in the quantitative finance industry based in Hong Kong, where I can leverage my quantitative skills and risk management expertise to contribute to the success of the organization and the industry.