Julio Barragan

Risk Management Senior Specialist @Intact

Montreal, QC, CA
MOBILE NUMBERS
+91 *********19

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WORK HISTORY

Jan 2022 — Present

Risk Management Senior Specialist @Intact

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Montreal, QC, CA

Comprehensive assessment of financial risk (market risk, credit risk, basis risk and liquidity risk)• Participate in the development of the financial risk appetite by supporting the development and the quantification of Key Risk Indicators• Review of financial model used by the investment team mainly related to derivatives and data analytics• Promote the risk culture with the investment team and provide risk data from internal models to ensure the overall risk view is well integrated into the decision-making process

EDUCATION

2003 — 2008

Universidad Nacional de Colombia

B.Sc. in Mathematics

2014 — 2015

Université de Montréal

Certificate, Computer Science

2012 — 2015

Université de Montréal

Master's Degree, Mathematical and Computational Finance

SKILLS

Risk ManagementC/C++ StlDerivativesFinancial AnalysisJavaVisual Basic for Applications (Vba)EconomicsDatabasesFinancial ModelingRMicrosoft ExcelC++Stochastic CalculusEconometricsVbaMonte Carlo SimulationStatisticsMathematicaStataActuarial ScienceAndroid DevelopmentData AnalysisMatlabFinancial RiskResourceful Problem-SolvingQuantitative FinanceApplied MathematicsC#Vb.netPythonLatex

ABOUT JULIO BARRAGAN

Risk Management | Actuarial Science | Quantitative Finance | Data Science

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Julio Barragan — Risk Management Senior Specialist at Intact in Montreal, QC, CA | Unifers