Reza Lari
Senior Manager, Financial Risk, Fem @Deloitte
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WORK HISTORY
Senior Manager, Financial Risk, Fem @Deloitte
Toronto, ON, CA
EDUCATION
Shiraz University
Master’s Degree, Mechanical Engineering - Applied mechanics
Ryerson University
Doctor of Philosophy (Ph.D.), Mechanical Engineering
Shiraz University
Bachelor’s Degree, Mechanical Engineering
SKILLS
ABOUT REZA LARI
Leader, team player, thinking out of the box, high-energy, results-driven and focused with a passion for novel technical science. I was previously leading a team of Model Developers in TD working on EWST and MST stress testing models. My team\'s duties include but not limited as:• Enhance the current non-retail stress testing process for both MST and EWST• Responsible for both Commercial and Wholesale model development and stress testing• PCL, RWA and EAD calculation• IFRS9 parameters development by testing TMs for EWST scenarios and optimization of the correlation factorI was winner of MD Innovation Day Challenge (3rd place): Trading Risk Model Development, Developed a set of robust data imputation techniquesI was previously a manager in BMO focusing on Risk Capital, Economic Capital and Model development. My focus was:• CCAR and EWST stress testing and Quantitative Modelling• PD impact assessment of proposed PD term structure on EC to facilitate decision makings.• Equity Risk Rates and Models by calculating volatility of equities and follow Basel II / • SCR and NCR Concentration Risk to adjust Regulatory Capital based on portfolio concentrations.• Stressed PD and Stressed TM for the purpose of stress testing.• Statistical Analysis• Model validation, model development, Implementation and Applications.• Quantitative Methodologies, Simulations and Numerical Optimization AlgorithmsI have a Ph.D. in mechanical engineering with a passion and experience in quantitative modeling, teaching, design, and manufacturing. I have extensive knowledge of quantitative modeling and programming skills in R, MATLAB, SAS, SQL, Python, VBA and C++ by contributing in projects such as stress testing and automating processes. Beside I have hands on experience in regression and machine learning models.Currently, I am looking for a position that gives me the challenge of applying my skills and experiences to elaborate the industry image and to develop my professional and technical skills.
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