Hany M. Farag
Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management @CIBC
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WORK HISTORY
Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management @CIBC
Capital Markets: Counterparty and Market Risk Management
EDUCATION
Yale University
Doctor of Philosophy (Ph.D.), Mathematics
Yale University
Master of Philosophy (MPhil), Mathematics
Ain Shams University
Bachelor of Engineering (B.Eng.), Electrical, Electronics and Communications Engineering
Yale University
Master of Science (MS), Physics
SKILLS
ABOUT HANY M. FARAG
Recent/upcoming talks(2024) Model Risk - Canada Advanced model risk congress, USA(2023)Risk.net webinar LSE-Numerix Webinar PRMIA conference -financial risk (2022)PRMIA webinar Refinitiv FRTB Webinar (2021)Risk, USAMarcus Evans, Capital Optimization Model Risk, 18th edition Quantitative Finance, WBSISDA conference Risk Minds America European SummitIMA, Univ. of Minnesota (2020)Valuations FI, AmericasRisk USARisk Minds International Model Risk Management Roundtable Trading Show AmericaRisk Minds America (2019)Murex EventCapital Management training course by risk.netRiskMinds America, Boston Risk.net Webinar FRTB Webinar by A-team Group FRTB conference by MarcusEvans, LondonFRTB conference by GFMI, New York2018U. W. OntarioFRTB conference by Marcus EvansQuant Invest CanadaCMO conference, DenverValuations - FI Americas ConferenceRisk Course by Risk.netISDA CVA/FRTB conferenceFields InstituteRMA event - FRTB2017 XVA conference, November, NYC, by WBS;Valuations - FI America 2017, October, in NYC, by infoline;FRTB Webinar by Marcus Evans;Risk USA, October, in NYC, by risk.net/incisive media;Risk Course, September, in NYC, by risk.net;FRTB Implementation, London, by Marcus Evans;Smarter Risk USA, NY;TFI Summit, Toronto;North American Financial Information Summit, NYC, by Incisive Media -panel speaker;FRTB Implementation Summit, NYC, by Risk.net -panel speaker;FRTB Summit by Infoline, London UKFRTB, NYC, GFMI conference - speaker and conference chair;2016:Quant World, panel speaker;Market Risk Modelling - FRTB & Beyond, by Risk Magazine; FRTB Summit, panel speaker; Risk.net Executive Panel on FRTB;McKinsey round table on FRTB;McMaster U, The Fundamental Review of The Trading Book - The New Market RiskParadigm;McMaster U, Algorithmic and Microstructure Trading;Fields Institute; Algorithmic and Microstructure Trading;2015: Quant World, Canada 2015McMaster U,\"Microstructure and Algo Trading\".2012: Quant Invest Canada,\"Algo Trading in FX\".Specialties: Capital Markets, Algo Trading, Market Making; Prop Trading; FX, FI, and Commodities; High Frequency Trading; Market Microstructure. Quantitative Trading; Statistical Modeling; Predictive Models and Advanced Analytics; Financial Derivatives; Risk Management Models; Backtesting; Counterparty Risk; Market Risk; regulatory models (FRTB and IMM); AI/ML modelling in risk management; Model Risk framework. PhD in Mathematics, MSc in Theoretical Physics, BSc in Electrical Engineering.
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