credit risk methodologies and modeling@ BMO
Toronto, Ontario, Canada
Hosein Nooriaan
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Wilfrid Laurier University
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FlashIntel GPTHosein Nooriaan is a proficient statistical modeler with 12.2 years of experience in credit risk management, operational risk management, and statistical analysis and econometrics. He is skilled in SAS programming and Matlab and has a strong background in finance. Hosein has worked at RBC and BMO in Canada, where he held positions such as Manager of Credit Modeling and Methodologies. He is also experienced in financial risk management and has a deep understanding of internal-based credit risk modeling. Hosein is proficient in SAS and R and has excellent communication skills.
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A proficient statistical modeler (5+ years experience programming with SAS and R), with a deep knowledge of finance (Ph.D. in finance, passed FRM I and II , CFA level II candidate), and an excellent communication skill (approval rating of 85% in teaching evaluation). Relevant Skills: ● Statistical analysis and modeling: excellent proficiency in SAS and R. ● Financial Risk Management: A) Detail knowledge of internal based credit risk modeling, probability of default (PD) and loss given default (LGD). B) Working knowledge of stress testing (Credit VaR), expected credit loss (ECL) and Basel III IRB process. C)Familiar with Internal Capital Adequacy Assessment Process (ICAAP), CCAR and OSFI CAR guidelines. D)Able to calculate Value at Risk (VaR) and expected short falls using a variety of methods, including parametric, non-parametric and Monte-Carlo simulation (essay 2 of my dissertation). ● Technical Skills: SAS, SQL,Stata, Python, R, C++, VBA, SPSS, Matlab, Excel (Visual Basic Macro).
...See MoreWork Experience
credit risk methodologies and modeling
Financial Services
Hosein Nooriaan's Professional Milestones
- Instructor, Financial Management Ii (2014-01-01~2015-08-01): Developed and implemented comprehensive financial management programs to ensure streamlined and efficient business performance.
- Manager | Credit Modeling And Methods (2017-09-01~): Revitalized credit modeling and methods, improving efficiency and accuracy for clients.
Education
Financial Economics,
Finance,
Doctorates,
Doctor Of Philosophy
2011-2015Skill
Credit Risk Management
Operational Risk Management
Statistical Analysis And Econometrics
Sas Programming
Matlab
Certification
Colleagues
Jennifer Grant, PMP, CSPO, CSM
Product Owner
Dona Simpson
product owner | senior business systems analyst
Ifeanyi Usoni CBAP, CSPO, CSM, ACA,
Senior Business Analyst | Product Owner | Scrum Master | Project Manager | Agile Coach | Data Analyst
Cindy Oke
Relationship Manager | Business Banking
Junaide Paul
Agile Product Owner
Other Named Hosein Nooriaan
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Hosein Nooriaan works for BMO
Hosein Nooriaan's role in BMO is credit risk methodologies and modeling
Hosein Nooriaan works in the industry of Financial Services
Hosein Nooriaan's colleagues are Jennifer Grant, PMP, CSPO, CSM,Dona Simpson,Ifeanyi Usoni CBAP, CSPO, CSM, ACA,
Hosein Nooriaan's latest job experience is credit risk methodologies and modeling at BMO
Hosein Nooriaan's latest education in Wilfrid Laurier University
