Bruce Haydon
Finance Regulatory @ Citigroup (Citi) New York
Interested in the application of data science and machine learning to financial services risk modeling, enterprise risk, capital adequacy (i.e.: Basel II & III), and stress-testing (i.e.: CCAR, DFAST).
In particular, the use in the development of risk factor models to translate macroeconomic stress scenarios into financial impacts. Investigating the use of semi-supervised and unsupervised learning techniques to model liquidity risk, which is by nature both behavioral and stochastic. Originally from Ottawa, Canada.
Interested in the application of data science and machine learning to financial services risk modeling, enterprise risk, capital adequacy (i.e.: Basel II & III), and stress-testing (i.e.: CCAR, DFAST).
In particular, the use in the development of risk factor models to translate macroeconomic stress scenarios into financial impacts. Investigating the use of semi-supervised and unsupervised learning techniques to model liquidity risk, which is by nature both behavioral and stochastic. Originally from Ottawa, Canada.
- Website
- https://linkedin.com/in/bhaydon
- Location
- New York, New York
- Gender
- Male
- Occupation
- Citigroup (Citi) Finance
Trophies
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10
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