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Greg Frank Location
Toronto, ON, CA
Greg Frank Work
2015 -now Director, Model Validation @
2013 -2015 Director, Program Development @
2009 -2013 VP, Capital Markets Risk Analytics @
2006 -2008 AVP Global Business Services Analytics @
2004 -2006 VP, Credit Risk Methodology @
2002 -2004 Market Risk Methodology @ BMO Financial Group
1997 -2001 Director, Model Risk and Vetting @ Bank of Montreal
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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