- Research Professional
(Director, Collaborative Research and Partnerships - Fin-ML Network)
Faculty of Arts and Science - Department of Mathematics and Statistics
Rheia Khalaf, M.Sc., FSA, FCIA, CERA, is a Research Professional (Director, Collaborative Research and Partnerships - Fin-ML Network) in the Department of Mathematics and Statistics of the University of Montreal and at IVADO.
I hold a Bachelor's degree in Actuarial Mathematics / Minor in Business Studies from Concordia University and a Master's degree in Quantitative Finance from the University of Zurich / Swiss Federal Institute of Technology in Zurich. After approximately 15 years of industry experience - primarily as an actuarial and risk management consultant at one of the largest professional services firms and as an investment analyst at a leading asset management firm in Canada - I joined the initiative of the University of Montréal, in collaboration with IVADO, to develop the program in Machine Learning in Quantitative Finance and Business Analytics. This Collaborative Research and Training Experience Program (CREATE) is granted by the Natural Sciences and Engineering Research Council of Canada (NSERC). A program that will form a new generation of finance professionals - highly qualified students in mathematics, statistics, computer science, artificial intelligence, financial and operational research - to meet the modelling, implementation needs and challenges in the Canadian financial industry, and contribute to its global competitiveness. It is based on collaborations with leading academic artificial intelligence expertise across Canada (experts in six Canadian institutions - University of Montreal, HEC Montreal, Concordia University, University of Calgary, University of Waterloo and Queen's University) and has a strong support from major financial institutions.
In this role, I aim to develop a first-class scientific program and bring together industry professionals and students to develop cutting-edge expertise.
I invite you to contact me if you need more information about this program, if you are interested in applying or contributing to its development, and for any other question or advice in my area of expertise.