Applied Math (Financial Mathematics) @ York University. Translating quantitative theory into institutional-grade risk tooling — VaR/ES, GARCH(MLE), Christoffersen backtesting, credit EL frameworks. Open to model risk · market risk · risk analytics roles — Toronto.
🔧 Building: Integrated-Risk-App — validation-grade market & credit risk engine (VaR/ES · GARCH · backtesting · stress testing) · Live app ↗
🎯 2026: Model risk or market risk analyst role at a Canadian financial institution. Sit FRM Part I.