( Hanif Bayat)
· Quantitative: Highly experienced in applying quantitative tools to analyse scientific and financial risk & valuation models; experienced in stochastic processes and different numerical methods such as Monte Carlo.
· Finance: Comprehensive understanding and extensive working experience in capital market products; good knowledge of risk measurement methodology; familiar with credit risk and operational risk.
· Communication: Very strong oral/written presentation skills; able to work very effectively within a group.
· Programming/Computer: Proficient in object-oriented and parallel programming (MPI) in C++; experienced with UNIX scripting; familiar with MATLAB and Visual Basic. Experienced with Bloomberg.
· Statistical Methods: Robust knowledge by conducting research & passing courses in statistical physics.
· May 2012 - present, Senior Quantitative Analyst, Enterprise Model Risk Management, RBC Royal Bank
Vetted and validated risk and valuation models of different market products such as:
FX Derivatives: Option on FX ETF where ETF is a basket of FX futures or deposited currencies.
Commodity Derivatives: Option on commodity ETF (futures type and deposit based precious metals)
Fixed Income Securities: Bond ETF (basket of hundreds of callable/non-callable bonds, fixed rate bonds, floating rate bonds, treasury and corporate bonds), Hall-White callable bonds.
VAR Engines: VAR engine for fixed income products, equities and ETF derivatives.
Futures Derivatives: Option on a single or basket of futures such as options on bond futures.
Credit Derivatives: Credit Default Swap (CDS) model based on ISDA/Markit standards.
I used C++ in XLW to implement the benchmark model & Bloomberg to check the input data. I wrote comprehensive reports including variety of tests considering OSFI mandates.
· 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.
· 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).
· 2012, Hanif Bayat, R. van Zon and J. Schofield, “Free energy landscape of protein-like chains with discontinuous potentials” , J. Chem. Phys. 136, 245103
· 2006, Hanif Bayat, R. C. Hidalgo, and D. E. Sullivan, Physical Review E 73, 032701.
- Photography, (To see samples of my photos refer to Canada Photo Gallery);
- Watching and analyzing movies (To find out about my favorite movies refer to My Favorite Movies);
- Listening to different kinds of music (English, Persian pop, Persian traditional, Arabic, Latino, Italian, Russian, French, Classic and etc);
- Thinking and expanding my knowledge in humanities and social sciences specially History & Sociology. Trying to propose models for society issues, cultural behaviors and social networks;
- To find more refer to http://www.hanifworld.com/my_hobbies.htm.
Last Update: 05/12/2014