Ndeye Rokhaya Dieng

About me

Prior to becoming an HEC Montreal Financial Engineering PhD student in January of 2022, I've been working for 7 years in the Risk Management Sector within the Banking Industry, I completed a Master Degree in Financial Engineering in 2015 and a Bachelor Degree in Quantitative Finance in 2013 at HEC as well. My current research interest is Model Risk and its quantification. Working on model validation for a few years, I observed that models are as importing for financial institutions than the assets or that the models are developed for. Model risk has a huge impact on any risk measurement procedure and its quantification is therefore a crucial step. The model themselves are becoming more sophisticated and spreading in areas other than risk management which has always been the focus for both the financial institutions and the regulatory.