Geoffrey Zhao
Senior Manager, Trade Floor Risk Management (Tfrm) @Scotiabank
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WORK HISTORY
Senior Manager, Trade Floor Risk Management (Tfrm) @Scotiabank
EDUCATION
Baruch College
C++ Programming for Financial Engineering
University of Science and Technology Beijing
Bachelor of Science (B.S.)
Thompson Rivers University
MBA, Finance
Western University
Master of Science - MSc
ABOUT GEOFFREY ZHAO
Diversified working experiences in model development/validation for capital market and market risk models. Solid quantitative financial modelling, research and business analysis skills. Proficiency in different computer programming languages. CFA® charterholder and received FRM designation. Experienced in trading pricing models, treasury and risk (VaR) models, specialized in fixed income trading products (both vanilla and exotic derivatives), curve generation, rates reform from LIBOR to RFR, risk based indications of interest model (IOI) and Etrading for Global Fixed Income (eGFI).
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