Greg Frank
Director, Model Validation @Ontario Teachers' Pension Plan
Signup · Get unlimited contacts
WORK HISTORY
Director, Model Validation @Ontario Teachers' Pension Plan
CA
Leading a team of quantitative professionals to validate derivative valuation (vanilla through exotic, all methodologies) and risk (market, credit, liquidity) models. Developing a model risk governance framework for a large diverse pension fund with a wide range of investments across public (exchange traded, cleared, OTC) and private (equity, debt, real estate, infrastructure) markets.
EDUCATION
Western University
Master of Science (MSc), Applied Mathematics
Western University
H.BSc, Physics
Western University
PhD, Applied Mathematics, Physics
SKILLS
ABOUT GREG FRANK
Risk management is about incorporating the effect of potential future events into today\'s…
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.