My Resume  



          Quantitative Finance: Highly experienced in applying quantitative tools to analyze financial risk & valuation models; knowledgeable in stochastic processes and different numerical methods such as Monte Carlo.

Risk Management: Deep knowledge of Market risk; Extensive work experience with various VaR engines and VaR impact calculator models; Familiar with monitoring the desk limits and markit Totem.

Model Governance: Knowledgeable in model risk measurement methodologies. Extensive work experience in managing valuation models by defining metrics and triggers & monitoring them in an efficient way.

Communication: Very strong oral/written presentation skills by writing more than 100 official reports for banks, and communicating/negotiating with front office & back office by working at BMO middle office.

Programming/Computer: Experienced in object-oriented and parallel programming (MPI) in C++; Experienced with Excel, VBA, and MySQL; Worked with Sophis, Calypso, and Bloomberg.


Financial & Analytical Experience

Submitting model description documents for interest rates and commodity valuation models as a model owner by providing tests and analysis and by monitoring and managing the model triggers.

Monitoring the performance of all BMO front office models by studying profit attribution analysis (comparing full revaluation vs. PnL explained) and also reviewing their mappings to the products.

Monthly calculation and analysis of stand alone VaR Impact for interest rate and commodity models.

·      May 2012 - July 2015, Senior Quantitative Analyst, Enterprise Model Risk Management, RBC Royal Bank

       Vetted and validated risk and valuation models of different market products such as:

·         Sept. 2005-Sept. 2011, Research Assistant, department of chemistry, University of Toronto

 I applied object oriented programming in C++ to implement Markov Chains sampling of the free energy landscape of proteins using Hybrid Monte Carlo algorithms. 

·         Sept. 2003-Aug. 2005, Research Assistant, Guelph-Waterloo Physics Institute.

 I applied the Monte Carlo method, using C++, to study numerically the phase transition of liquid crystals.



·         Sept. 2005-Sept. 2011, PhD in computational chemistry, University of Toronto (UofT), GPA: A+.

·         Sept. 2003-Aug. 2005, M.Sc. in statistical physics, Guelph-Waterloo Physics Institute, University of Guelph.

·         Sept. 1998-Feb. 2003, B.Sc. in physics, Sharif University of Technology, Tehran, Iran.


Recent Additional Experience

 ·         July 2010-June 2011, Appointed member of the Academic Board of the Governing Council at UofT.

·         July 2010- June 2011, Elected member of the UofT Graduate Education Council.

·         Sept.2005-Aug. 2010, Teaching Assistant at UofT for more than 1000 hours (1st, 2nd and 3rd courses).


Selected Publications



Last Update: 8/8/2017