Brochure GGSJ-EOBS Financial 2020

Academic Director of the Certificate

Prof. Luis Seco Luis Seco is the Chief Executive Office of the GGSJ Centre of Digital Management and Technology Innovation, an institution designed to leverage the University network worldwide to promote training and research broadly in the areaswhere technology is bringing disruption, including education; he is also the Director of theMathematical Finance Program and Professor of Mathematics at the University of Toronto. He is also President and CEO of Sigma Analysis and Management, a portfolio management firm that specializes in absolute return products and research, and managing director of Angelstar Gmbh, a German joint venture of Sigma with a local family office. He has authored numerous papers in financial risk management, investments and market models, and has won a number of research awards. Prof. Seco holds a Ph.D. from Princeton University, is the director of RiskLab, an international research partnership of Universities and companies in the financial risk management sector. He has been a Bateman Instructor at the California Institute of Technology. He has won, beyond others, the research awards “Caballero de la Orden del Merito Civil”and “NSERC Synergy Award”. Instructors

Rudi Zagst Professor of Mathematical Finance at the Technical University of Munich, Head of the Chair of Mathemati - cal Finance, Head of the ERGO Center of Excellence in Insurance, Deputy Chairman of the Elite graduate pro - gram “Finance & Information Management”, advisor of the Investment Committee of the Bavarian Research Foundation, member of the Steering Committee of the Professional Risk Management International Associa - tion (Munich Chapter), associate editor of the Journal of Banking and Finance. He obtained the doctoral de - gree from the University of Ulm in 1991. He has authored numerous books and over 100 papers in mathematical finance, risk management, and asset management, ha - ving published, beyond others, in Review of Derivatives Research, European Journal of Operations Research, OR Spectrum, and Quantitative Finance. He has supervised more than 100 Master’s students and more than 10 doc - toral students. He was awarded “Professor of the Year 2007” by the magazine UnicumBeruf for linking practice and education in an outstanding way. Alik Sokolov Alik combines a pragmatic approach to data science with deep industry and domain knowledge, statistical rigour and innovate machine learning tools to connect and unlock value in structured and unstructured data. Alik has applied machine learning across a wide ran - ge of business problems, including customer acqui - sition and retention, segmentation, fraud, pricing and risk, productivity optimization, and in helping structure text data such as social media, customer complaints, and claims notes. Alik is currently working in the ven - ture capital space and has previously spent 6 years building algorithms and leading machine learning and product development initiatives in Deloitte Canada’s

AI Practice. Alik also holds a HBSc degree in Financial Mathematics from the University of Toronto, and a Mas - ter’s Degree in Mathematics from the University of To - ronto. He has also completed his CFA designation. Alik is also currently teaching a Machine Learning course at the Master’s of Mathematical Finance program at the University of Toronto, as well as teaching, participating in workshops and speaking on machine learning and its FSI applications globally. Alik also heads up the ma - chine learning-driven research projects at RiskLab as a director of machine learning, which research focusing on applications of modern deep learning to classical and novel quantitative finance problems. Naveen Kalia Mr. Naveen Kalia is a senior Consultant at the TD Bank, Toronto. He has lectured at NewYork University and has an ample experience in the areas of trading, banking and finance, having worked at the Citadel Investment Group in New York, at Deutsche Bank in Singapore and London, at Bank of America, Singapore where he was an Oil Products trader, and Goldman Sachs, Toronto. He is a graduate of the Masters in Mathematical Finance at the University of Toronto and holds a CFA. He is a fan of Boxing, Brazilian Ju- Jitsu, Cycling, Snooker, Swimming, Basketball, Softball, Skiing and Traveling. Dave Saunders David Saunders is an Associate Professor in the De - partment of Statistics and Actuarial Science at the Uni - versity ofWaterloo, and Director of the University ofWa - terloo’s Masters in Quantitative Finance program. His is the author of many articles on the subjects of risk mana - gement, portfolio optimization and derivatives pricing.

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