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How I Became a Quant - Toronto

  • 02 Dec 2020
  • 9:00 AM (EST)
  • Zoom Panel

Registration


Register

Financial Engineers Give a Personal View of Their Careers in Quantitative Finance


A Series of Panel Discussions for Students Interested in a Career in Quantitative Finance

Virtual Event

Join us remotely as a panel of financial professionals give a personal view of their careers in Quantitative Finance. This year’s event presents a focus on the careers of women in quantitative finance. Following the panel discussion and questions, attendees will have the opportunity for further interaction with panelists in breakout rooms.

Hosted by:

The Fields Institute


Panelists

Alyson Bailey-Flynn, Scotiabank

Jeanine Kwong, Manulife

Samaneh Samavi, Office of Supervision of Financial Institutions

Jennifer Page, Toronto-Dominion Bank

Moderator

Carol Alexander, University of Sussex and University of Peking


Registration is Free!

Sponsored by:

Schedule

9:00 to 9:10 Welcome and Introductions

9:10 to 10:00 Panel Discussion and Questions

10:00 to 10:30 Discussions with Panelists in Breakout Rooms

All times are in the morning, EST.

Panelists Information

Alyson Bailey-Flynn (University of Toronto, Master of Mathematical Finance, 1999) Vice President, Enterprise Risk, Scotiabank - Bio coming soon

Jeanine Kwong is the Global Head of Investment Risk Oversight at Manulife Investment Management. She has over 15 years of industry experience with current responsibilities include leading the development of a robust investment risk governance framework, spearheading large-scale risk analytics infrastructure transformation project, and enabling independent oversight of market, liquidity and counterparty risks across Manulife’s Global Wealth and Asset Management businesses servicing retail, institutional and retirement clients. Prior to her current role, she oversaw Manulife’s General Accounts’ Public Equity investment risks. She spent 7 years at ING Life Insurance as Head of Financial Engineering for their Japan closed-block variable annuity hedging. Jeanine holds a Master’s degree in Mathematics/Statistics (Quantitative Finance) and a Bachelor degree in Mathematics/Business Administration from the University of Waterloo. She also holds the professional designations of Professional Risk Manager (PRM) and Certified Management Accountant (CMA).

Samaneh Samavi is a mathematician by training, Samaneh Samavi started her banking career after obtaining her second Master's degree in Financial Mathematics from Western University in 2010. Her quant role in Risk Management started as Model Risk Specialist in Model Validation group of Bank of Montreal where she worked mainly on wholesale credit risk models. She moved up to the Model Development team as Manager in modeling Operational Risk using advanced measurement approaches. After that, she joined TD bank's Quantitative Models Audit team. As a Senior Audit Group Manager she led key audits in the capital models and stress testing in both retail and wholesale businesses as well as testing of regulatory issues on models with exposure on both sides of the border. Having 8+ years of experience in the so called three lines of defense in the banking model risk management groups, she now works in the Model Risk Division of the Office of Superintendent of Financial Institutions where she reviews models used in the banks for regulatory purposes. In her spare time Samaneh loves to spend time in nature, practice yoga and play with her super cute cat.

Jennifer Page (University of Waterloo, Master of Quantitative Finance, 2000), Vice President, Treasury Modelling, Toronto-Dominion Bank- Bio coming soon

Dr. Carol Alexander, is Professor of Finance at Sussex and Co-Editor of the Journal of Banking and Finance. Carol has been back at Sussex (her Alma Mater) since 2012. She was appointed the John von Neumann Chair at TU Munich for the year 2018 and in January 2019 she became visiting professor at the Oxford campus of Peking University Business School. Prior academic appointments were as Chair of Financial Risk Management at the ICMA Centre in the Henley Business School at Reading (1999 – 2012) and lecturer in Mathematics and Economics at the University of Sussex (1985 - 1998). She holds degrees from the University of Sussex (BSc First Class, Mathematics with Experimental Psychology; PhD Algebraic Number Theory) and the London School of Economics (MSc Econometrics and Mathematical Economics). She also has an Honorary Professorship at the Academy of Economic Studies in Bucharest, Romania. Carol has also held several positions in financial institutions: Fixed Income Trader at UBS/Phillips and Drew (UK); Academic Director of Algorithmics (Canada); Director of Nikko Global Holdings and Head of Market Risk Modeling (UK); Risk Research Advisor, SAS (USA). She also acts as an expert witness and consultant in financial modelling. From 2010 – 2012 Carol was Chair of the Board of PRMIA (Professional Risk Manager's International Association). She publishes widely on a broad range of topics, including: volatility theory; option pricing and hedging; trading volatility; hedging with futures; alternative investments; random orthogonal matrix simulation; game theory and real options. She has written and edited numerous books in mathematics and finance and published extensively in top-ranked international journals. Her four-volume textbook on Market Risk Analysis (Wileys, 2008) is the definitive guide to the subject. Her latest interests focus on Blockchain and Cryptocurrencies and her recent edited book (with Douglas Cumming, FAU -- Wileys, May 2020) has over 600 pages about Corruption and Fraud in Financial Markets.