Junhe Chen
Associate Director, Risk Modelling @RBC Capital Markets
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WORK HISTORY
Associate Director, Risk Modelling @RBC Capital Markets
Toronto, ON, CA
EDUCATION
South China University of Technology
Bachelor's degree, Applied Mathematics
Western University
Master’s Degree, Financial Modeling
广州市第四中学
High-school degree, Chinese, Mathematics, English, Physics, Chemistry and Biology.
Western University
Doctor of Philosophy - PhD, Financial Modeling
ABOUT JUNHE CHEN
I graduated with Ph.D. and M.Sc. Degrees in Financial Modelling at Western University and from South China University of Technology with a Bachelor\'s Degree of Applied Mathematics. Now I am working as Associate Director, Risk Modelling on model validation. Before, I ever worked as a Risk Modelling Researcher on Non-modellable risk factors under FRTB IMA at CIBC, and as a Quantitative Modeler on FRTB SA at BMO. I am also interested in working at Front desk.When I was doing my PhD, my research interests included mathematical finance, stochastic processes, stochastic control problems, and game theory in finance. I finished my research in differential game in energy finance and portfolio optimization.
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