Junhe Chen
Associate Director, Risk Modelling at Rbc Capital Markets
Based in Toronto, Canada
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Seniority
Director
Department
Finance & Accounting
Location
Toronto
Industry
Investment Banking
Company size
11K
Contact information
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j•••••••@rbccm.com
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Background
About Junhe Chen
I graduated with Ph.D. and M.Sc. Degrees in Financial Modelling at Western University and from South China University of Technology with a Bachelor's Degree of Applied Mathematics. Now I am working as Associate Director, Risk Modelling on model validation. Before, I ever worked as a Risk Modelling Researcher on Non-modellable risk factors under FRTB IMA at CIBC, and as a Quantitative Modeler on FRTB SA at BMO. I am also interested in working at Front desk. When I was doing my PhD, my research interests included mathematical finance, stochastic processes, stochastic control problems, and game theory in finance. I finished my research in differential game in energy finance and portfolio optimization.
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