Saber A.
Asst Director - Modeling Services @Moody's Analytics
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WORK HISTORY
Asst Director - Modeling Services @Moody's Analytics
Toronto, ON, CA
Provided independent oversight of valuation, risk and ALM analytics for portfolios totalling $10–25 B across pension and banking balance sheets.•Served as final model owner and sign off authority for valuation, sensitivity and ALM outputs; challenged mathematical formulations, assumptions, calibrations and stress behaviours through the internal model risk committee.•Reviewed and approved derivatives pricing and risk outputs (interest rate, FX, inflation), validating Greeks, durations and scenario based measures across multi asset portfolios.•Enhanced risk frameworks by improving aggregation of security level sensitivities into portfolio level risk measures and stress testing results, feeding downstream ALM and capital engines.•Semi led the migration from a legacy security level pricing platform to a new internally built asset management platform, ensuring valuation integrity and continuity of risk metrics.•Acted as the escalation point for client critical issues, collaborating with Heads of Risk and investment teams to deliver transparent, defensible results.•Designed and deployed agentic AI tools to automate model validation and reporting, delivering significant productivity gains and cost savings.
EDUCATION
Western University
MSc in Financial Modelling
Western University
Master’s Degree
University of Tehran
Bachelor’s Degree
SKILLS
ABOUT SABER A.
CFA charterholder and MSc‑qualified financial engineer specialising in multi‑asset valuation, risk analytics and asset‑liability management across pension and banking balance sheets. At Moody’s Analytics I own and sign off on valuation, sensitivity and ALM models for $10–25bn+ portfolios, working closely with model risk committees and senior risk leadership. I integrate quantitative finance, stochastic modelling and agentic AI to deliver defensible risk insights and scalable automation. Previous roles at EY and Ortec Finance include leading IFRS 17/9 transformation initiatives and delivering ALM studies and strategic asset allocation for pension funds. I thrive on solving complex problems, communicating technical concepts clearly and building cross‑functional partnerships
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