Seniority
Director
Department
Finance & Accounting
Location
Toronto
Industry
Banking
Company size
96K
Contact information
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f•••••••@rbc.com
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Background
About Felix Kan
Studied Accounting as a first major. Took a bunch of business courses which broadened my horizons. • Ended my academic journey as a financial math PhD. • 10+ years of experience in market risk and credit risk across the first and second lines of defense. • Model Areas: Machine Learning Applications (Credit Limit Adjudication; Acquisition Scoring, Probability of Default); Credit Risk (Behavioral Scoring, IFRS 9, Stress Testing, AIRB Parameters); Market Risk (Derivatives pricing, Stress Testing, VaR); Counterparty Credit Risk (Risk Factor Calibration and Simulation, Forward Valuation, CVA). • Experienced in dealing with Audit and Regulators.
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