Senior Consultant, Quantitative Risk Modelling, CIBC
Welcome to my site! Here you can find information about my research (topics, publications and code) and related activities, as well as my curriculum vitae.
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Who am I?I currently work in risk management at CIBC, where I develop and maintain wholesale credit risk models for regulatory capital adequacy and loss provisioning. Previously I was a Postdoctoral Fellow at the Centre de Recherches Mathématiques of Université de Montréal, and before that I was a NSERC Postdoctoral Fellow at McGill University, where I worked with Jean-Philippe Lessard. I was granted my PhD in Applied Mathematics in October 2019. During my doctoral years, I was supervised by Dr. Xinzhi Liu and Dr. Jun Liu at the University of Waterloo, where I wrote my thesis Invariant manifold theory for impulsive functional differential equations with applications.
My mathematical research interests include computer-assisted nonlinear analysis and computer-assisted proofs, robustness analysis in deep learning, and theoretical aspects of non-smooth infinite-dimensional dynamical systems. If you want to know more, please consult my up-to-date curriculum vitae and research. |
News and press.
August 2023: I just got back from a fantastic week of math and Japanese culture at Waseda University in Tokyo, Japan. Thanks to the organizers at ICIAM 2023, and to the friends I met along the way: I look forward to working with you soon!
June 2022: I taught MATH 262 at McGill this summer and decided I should typeset my lecture notes. They have an open license, so by all means feel free to re-use them as needed. LaTeX source code is available on request.
November 2021: I am in the process of migrating some of my ongoing computational projects to the Julia programming language. A big thank you to Olivier Henot for answering so many of my questions! Those interested in computer-assisted proofs should definitely check out his package, RadiiPolynomial.jl.
July, 2021: As of September, I will be a postdoctoral fellow at the Centre de Recherches Mathématiques at Université de Montréal, thanks to the support of the Simons Foundation.
December 3-8, 2020: I am organizing a session on Discontinuous Dynamical Systems at the 2020 CMS Winter Meeting, to be held online. It should be an interesting collection of talks!
May 4, 2020: With COVID-19 on everybody's mind, Waterloo reshared their interview with me from June 2019. A nice coincidence, as I have a few CEGEP students finishing up a math project about vaccines right now!
November 7, 2019: I was on "The Morning Edition" with Craig Norris on CBC Radio One Kitchener-Waterloo, talking about how some of my recent work on seasonal vaccination reinforces common-sense flu vaccine policy but also emphasizes the importance of getting vaccinated early.
June 20, 2019: The University of Waterloo put out a press release about one of my recent publications on pulse vaccination and its interaction with finite immunity. This was then picked up by the UN Office for Disaster Risk Reduction.
March 5, 2018: I participated in the University of Waterloo Three-Minute Thesis (3MT) competition in 2018, representing the Faculty of Mathematics at the finals after winning the Math faculty heat. Read the release from the Department of Applied Mathematics and watch a video of me compete in the university finals.
June 2022: I taught MATH 262 at McGill this summer and decided I should typeset my lecture notes. They have an open license, so by all means feel free to re-use them as needed. LaTeX source code is available on request.
November 2021: I am in the process of migrating some of my ongoing computational projects to the Julia programming language. A big thank you to Olivier Henot for answering so many of my questions! Those interested in computer-assisted proofs should definitely check out his package, RadiiPolynomial.jl.
July, 2021: As of September, I will be a postdoctoral fellow at the Centre de Recherches Mathématiques at Université de Montréal, thanks to the support of the Simons Foundation.
December 3-8, 2020: I am organizing a session on Discontinuous Dynamical Systems at the 2020 CMS Winter Meeting, to be held online. It should be an interesting collection of talks!
May 4, 2020: With COVID-19 on everybody's mind, Waterloo reshared their interview with me from June 2019. A nice coincidence, as I have a few CEGEP students finishing up a math project about vaccines right now!
November 7, 2019: I was on "The Morning Edition" with Craig Norris on CBC Radio One Kitchener-Waterloo, talking about how some of my recent work on seasonal vaccination reinforces common-sense flu vaccine policy but also emphasizes the importance of getting vaccinated early.
June 20, 2019: The University of Waterloo put out a press release about one of my recent publications on pulse vaccination and its interaction with finite immunity. This was then picked up by the UN Office for Disaster Risk Reduction.
March 5, 2018: I participated in the University of Waterloo Three-Minute Thesis (3MT) competition in 2018, representing the Faculty of Mathematics at the finals after winning the Math faculty heat. Read the release from the Department of Applied Mathematics and watch a video of me compete in the university finals.
Get In Touch.
The best way to contact me is by connecting with me on LinkedIn or ResearchGate (links below), or by email at [email protected]
Last updated: 2023-09-17
