Idriss Wannassy
MSC – FINANCIAL ENGINEERING
Cohort 2022
HEC Montréal
MSC – FINANCIAL ENGINEERING
Cohort 2022
HEC Montréal
MSC – FINANCIAL ENGINEERING
HEC Montréal
Master's
2021 - 2023 : M.SC Financial-Engineering. Supervised project topic : Market Risk Management Inside one of the top 6 Canadian Banks. More specificaly produce risk measures for a specific line of business, document the strategy(ies), comment on the limits that have been put in place. 2018 - 2021 : Bachelor in Business Administration, specialized in finance.
I am passionate about mathematics, finance, statistics and machine learning. Fields of interest : risk modelling, derivatives pricing, portfolio optimization and time series analysis.
