Esmaeil Enjilela

Background

About Esmaeil Enjilela

Experienced with market risk (derivative valuation), VaR, historical market data solution, model development for IFRS15, model validation/audit for credit risk (IFRS9) Conducted several engagements with major Canadian banks on market (VaR, DSR)/credit Risk (IFRS9), data analytic/integrity assessment (BCBS 239), infrastructure, business controls, IT controls, SOX, target state design for historical data, data strategy and solution, transformation program review. More than 8 years of experience in initializing and conducting computational projects with industrial, financial, and healthcare partners, e.g, Ernst & Young (EY), Inversa Systems Ltd, MacDonald Dettwiler and Associates (MDA) Corporation, GE Healthcare, St. Joseph’s hospital Working experience (>8 years) in design and implementation of innovative ideas from concept to prototype software: modelling, system and algorithm design/optimization Proficiency and experience in programming: R, Python, VBA, MATLAB, FORTRAN Excellent oral and written communication skills, including 13 published journal papers (more than 150 citations), two book chapters, and more than 20 national/international conference and invited talks, and awards for best oral/poster presentations Technical skills in Financial modelling, Monte Carlo Methods, Time Series, Regression, Derivative Pricing, and Algorithm Design.