Greg Frank Email & Phone Number
Director, Model Validation @ Ontario Teachers' Pension Plan
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Greg Frank Location
- Toronto, ON, CA
Greg Frank Work
- Director, Model Validation @ (February 2015 - Present)
- Director, Program Development @ (October 2013 - February 2015)
- VP, Capital Markets Risk Analytics @ (February 2009 - June 2013)
- AVP Global Business Services Analytics @ (January 2006 - January 2008)
- VP, Credit Risk Methodology @ (January 2004 - January 2006)
- Market Risk Methodology @ BMO Financial Group (January 2002 - January 2004)
- Director, Model Risk and Vetting @ Bank of Montreal (January 1997 - January 2001)
Greg Frank Education
- The University of Western Ontario
PhD (Applied Mathematics, Physics)
1985-1990 - The University of Western Ontario
Master of Science (MSc) (Applied Mathematics)
1984-1985 - Western University
Greg Frank Skills
- Risk Analytics
- Financial Risk
- Credit
- Portfolio Management
- Market Risk
- Credit Risk
- Trading
- Risk Management
- Capital Markets
- Analytics
- Monte Carlo Simulation
- Derivatives
- Fixed Income
- Quantitative Analytics
- Banking
- Counterparty Risk
- Commodity
- FX Options
- Commodity Markets
- Options
- Equities
- Services
- Validation
- Correlation
- Modeling
- Insurance
- Customer Service
- Management
- Financial Services
- Risk Modeling
- RMA
- Project Management
- Foreign Exchange Fx Options
- Foreign Exchange Options
Greg Frank Summary
- Greg Frank, based in Toronto, ON, CA, is currently a Director, Model Validation at Ontario Teachers' Pension Plan. Greg Frank brings experience from previous roles at Global Risk Institute, CIBC, TD Bank and Morgan Stanley. Greg Frank holds a 1985 - 1990 PhD in Applied Mathematics, Physics @ The University of Western Ontario. With a robust skill set that includes Risk Analytics, Financial Risk, Credit, Portfolio Management, Market Risk and more. Greg Frank has 2 emails and 1 mobile phone numbers on RocketReach.
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