Cavit H.
Model Risk Manager
- Role
- Director at TIAA
- Location
- Charlotte, NC, US
- LinkedIn followers
- 500 followers
About Cavit H.
Cavit Hafizoglu has been independently validating quantitative and computational finance models built for trading, hedging, market risk management, balance sheet management, financial planning, counterparty risk management, supplier risk management and anti-money laundering since 2006.He is interested in artificial intelligence and machine learning. He completed the MIT’s AI & ML certificate program, and in search of related projects.
Experience
Director
Aug 2013 — Present · Charlotte, NC, US
Performing model validation and other relevant model risk management functions. In particular, Libor, credit spread and UST yield curve models, CDS, CDX, CMBS, Moody’s CMM and RiskCalc, Polypaths, NICE Actimize Anti-money Laundering, MSCI non-fixed income Conditional tail exposure model validations
Education
University of Virginia
PhD, Mathematics
2001 — 2006
Massachusetts Institute of Technology
Machine learning and artificial intelligence certification, AI/ML
2020 — 2020
New York University
Master of Science - MS, Cybersecurity
Skills
- Derivatives
- Monte Carlo Simulation
- Market Risk
- Quantitative Finance
- Options
- Model Validation
- Equities
- Risk
- Credit Risk
- Statistics
- Valuation
- Risk Management
- Banking
- Financial Modeling
- Vba
- Corporate Finance
- Matlab
- Fx
- Fixed Income
- Portfolio Management
- Capital Markets
- Financial Markets
- Quantitative Analysis
- R
- Econometrics
- Bloomberg
- Sas
- Alm
- C++
- Commodities
- Mathematics
- Risk Analysis
- Sql
- Excel
- Research
- Enterprise Risk Management
- Statistical Modeling
- Basel Ii
- Economics
- Trading
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