Seniority
Director
Department
General Business & Management
Location
Toronto
Industry
Banking
Company size
48K
Contact information
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a•••••••@cibc.com
Phone
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Background
About Araz Sarkarfarshi
Advanced knowledge of quantitative finance (OTC derivatives pricing, stochastic modelling, evolution models, Monte Carlo methods, backtesting, exposure and risk metrics) • Experienced in ML and AI applications in capital markets • Solid object-oriented programming and framework/workflow design experience (C#, Python, SQL, PowerShell) • Highly experienced in IMM for CCR • In-depth knowledge of FIS Adaptiv Analytics
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