Ernest TAFOLONG

About me

Ernest TAFOLONG is a Quantitative Financial/Machine Learning professional with over 12 years of industry experience in Quantitative analysis and Modeling. Ernest graduated from Laval University (Canada) with a Master in Financial Engineering in 2011. He holds an engineering degree in Statistics and Economics from ENSEA-Côte d’Ivoire in 2005. He is Master in Data Science candidate at HEC Montreal. He is currently a Manager of the Financial Engineering department for an established alternative credit company in Canada where he leads all scoring & provisioning Machine Learning models development for autos and personal loans. His previous experience includes Chief Analyst – Market Risk Quantification at the National Bank of Canada where he focused on stressed testing models for the Market Risk. From 2011 to 2015, he also served as Advisor–Financial Engineering at Desjardins Group (Canada) where he designed and implemented quantitative models for investment strategies and risk Management. From 2017 to 2019, he provided quantitative advisory services related to Model risk management at leading French banks like Societe General and Natixis. Ernest is also a Financial Risk Manager (FRM) certification holder from Global Association for Risk Professionals. He has been very active in research with two published peer-reviewed scientific papers.