Dr. Dmitry Vyushin is a Director in Non-Trading Book Risk Modelling Team of Market Risk Department at the Bank of Montreal. He is currently developing a new Enterprise VaR system that covers Trading, Treasury, Insurance, and Pension portfolios. After graduating from the University of Toronto with a PhD in Physics in 2009, he joined the Operational Risk Department of Scotiabank. In 2012, he was promoted to the position of Director, Enterprise Risk Stress Testing at Scotiabank, where he led the development of statistical Non-Retail and Retail Credit Risk Stress Testing models. In the beginning of 2015 Dmitry assumed the role of Director, Market & Counterparty Credit Risk Modelling at the Bank of Montreal, where he was involved in the redevelopment of an existing Trading Book IRC model into a Monte-Carlo based model for Credit, Counterparty Credit, and CVA economic capital calculation.
Dr. Markiyan Sloboda finished his PhD in Computer Science from University of Guelph. His research was related to applying artificial intelligence to model calibration. Then he joined TD Bank as manager of Advanced Analytics in the Anti-Money Laundering department. He and his team of four PhD scientists were responsible for building predictive models to identify suspicious transactions for 2.5 years. After that Dr. Sloboda joined Bank of Montreal (BMO) as a manager in Model Vetting, focusing on models related to pricing derivatives. He was responsible for validating equity, interest rate and exotic options for more than three years. Currently, Dr. Sloboda is working as a Vice President in BMO Capital Markets, responsible for developing equity vanilla pricing models and supporting the volatility trading desk in their everyday activities. During his tenure at TD and BMO, Dr. Sloboda was also teaching for 3 years at the Ted Rodgers Business School, Ryerson University.
Hélène P. Lussier is the president of LUSSIER SEARCH and has a history of placing risk management professionals since 1993 at the senior and mid management levels. She works with experienced global risk professionals whose careers have taken them throughout the Americas, Asia, the Middle East and beyond.
Her company’s areas of search and recruitment include: Financial Engineering, Quantitative Analytics, Risk Modeling, Derivatives Pricing and Valuations, Risk Model Vetting and Validation, Risk Audit, Risk Reporting and Analysis, Counterparty Credit Risk, Economic and Regulatory Capital, Regulatory Compliance, Internal Risk Ratings, Basel II and III, V-a-R, Market and Liquidity Risk, Credit Risk, AIRB, Operational Risk, AMA approach, Enterprise Risk Management.
Amirsina is a Data Scientist in Acerta. He graduated as a master of mechanical engineering from the University of Toronto. But, his great interest in programming and statistics brought him to data science and machine learning fields. Therefore, he currently uses his mechanical domain knowledge and data science skills together to analyse data from automotive and manufacturing industries such as ZF, General motors, Chrysler, and Linamar. He uses machine learning algorithms to identify faults and detect anomalies in different mechanical systems including transmission unit vibration data, internal combustion engine data, and etc. He is so passionate about teaching and eagerly wants to transfer his knowledge to people interested in these fields.
As the program coordinator, Alice makes sure everything runs smoothly at lantern. She is also always ready to answer any questions you might have.
Dr. Hanif Montazeri is a computational physicist with expertise in high performance computing, algorithm design, and advanced numerical techniques. Being a software entrepreneur while at the same time an adjunct faculty member at the University of Toronto, Dr. Montazeri has a clear view of the disconnect between formal education and the job market. As such, under his leadership, this training program was created to help his bright students build a successful career in software related fields. To build this program, he gathered a senior team of software developers and data scientists to develop and teach effective syllabuses containing skills that are actually being used in industries.
Farhad Keramati is a software developer at NuPhysics Consulting. Along with his proven expertise in programming, Farhad brings to our students a high degree of expertise in teaching, providing our students a strong basis for the advanced modules taught by our industry experts.