Verified recordBanking

Kevin Mattalo

Manager, Advanced Analytics (Quants) at Td

Based in Waterdown, Canada

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Seniority

Manager

Department

Finance & Accounting

Location

Waterdown

Industry

Banking

Company size

105K

Contact information

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Email

1 credit

k•••••••@td.com

Phone

5 credits

+1 ••• •••• ••••

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Background

About Kevin Mattalo

I am passionate about quantitative finance, portfolio management, and trading. I have practical experience with numerical analysis, programming, and developing and working with analytic and predictive algorithms. My current experience is focused on quantitative finance, with an emphasis on the model development of liquidity and economic capital models for treasury. My previous roles focused on model validation of statistical models for treasury, insurance, credit risk, front-office hedging and margining, liquidity, operational risk, and some experience with machine learning models. I have a B.A.Sc and an M.A.Sc in Mechanical and Aerospace Engineering, respectively. My master’s thesis focused on the numerical optimization of energy stable finite-difference methods for applications in computational fluid dynamics.

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