Hany Farag | Head Of Methodology And Analytics
CIBC
Hany Farag is Senior Director and Head of Risk Methodology and Analytics at Canadian Imperial Bank of Commerce (CIBC). Prior to his current position he was a partner at Eastmoor Capital Partners, LLP; Managing Director and Head of FX Statistical Arbitrage at CIBC; and Head of Quantitative Research at OANDA Corporation. Prior to his industry positions he was a Postdoctoral Fellow at Caltech and at Rice University. He holds a PhD in Mathematical Analysis from Yale, a MS in Theoretical Physics from Yale, and a BSC in Electrical and Communication Engineering from Ain Shams.
Appearances:
Quant World Canada @ 11:40
Calculated risk – how are leading banks and funds leveraging new developments in computing and analytics to optimize risk management?
- Risk & complexity – how are portfolio managers accurately assessing risk as modern markets become increasingly complex and volatile?
- Next-generation data management & analytics – what new tools and strategies can you implement to achieve an integrated view of portfolio risk exposure across time horizons and asset classes?
- Risk modelling – applying new validation tools to ensure accuracy
- Predictive analytics – using predictive tools to measure risk?
- Compute-intensive risk – how are quants and risk managers using the cloud to scale up modeling capacity without breaking the bank on building new data centers?
last published: 18/Dec/18 18:15 GMT
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