Financial Risk Management

Risk management is a topic of great current importance to financial firms. In this project, the intern will undertake research with a small investment firm to develop more efficient risk management techniques. He will assemble a new database that is relevant to the firm’s existing and potential investment strategies. This database will be used to develop models of underlying risk factors, which will be used in the development of innovative risk management tools to assist the company with controlling its risk exposures. This process will involve valuable technology transfer from the academic arena to practical investment management and the intern will gain valuable experience in this implementation.

Faculty Supervisor:

Dr. Don McLeish

Student:

Bassam Aoun

Partner:

Tirgarvill Capital

Discipline:

Statistics / Actuarial sciences

Sector:

Finance, insurance and business

University:

University of Waterloo