Louis Scott

Financial economist specializing in mathematical finance and financial engineering, with expertise in model risk management and applications of parallel processing (GPU) for financial models. Currently at the Federal Reserve Bank of New York. Previous experience: 17 years in the banking industry (4 years at UBS, 13 years at Morgan Stanley). Roles included head of front office analytics for pricing models, head of model validation, development for market risk models, and model risk management. Significant experience applying massive parallel processing in financial models, using GPU's and Cuda C programming. Recently served as an Adjunct Professor teaching classes in financial engineering at the NYU Tandon School of Engineering (Cuda C GPU programming for financial models) and Fordham (interest rate derivatives). Key words: market risk, model risk management, derivatives trading, volatility modeling, interest rate risk, stress testing, risk management practices, credit derivatives, and Fixed Income derivatives.