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Focusing
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Focusing
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  • Toronto
  • 05:53 (UTC -05:00)

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  1. Market-Risk-VaR-ES-Stress-Test Market-Risk-VaR-ES-Stress-Test Public

    Multi-asset market risk framework: VaR, Expected Shortfall, stress testing, and backtesting across equity, IG/HY credit, and US Treasury instruments.

    Jupyter Notebook

  2. Factor-Replication-SP500 Factor-Replication-SP500 Public

    End-to-end replication of seven equity style factors on the S&P 500. Monthly quintile sorts, QSpread construction, and comparison against Capital IQ benchmarks with Newey-West inference and turnove…

    Jupyter Notebook

  3. Fraud-Intelligence-Pipeline Fraud-Intelligence-Pipeline Public

    Proof-of-concept AI fraud intelligence pipeline built on GCP and Vertex AI — multi-agent system for surfacing emerging fraud risks from unstructured news. Confidential project, public summary avail…

  4. Captive-Insurance-Feasibility-Analysis Captive-Insurance-Feasibility-Analysis Public

    Feasibility analysis of a captive insurance subsidiary for CIBC in the Cayman Islands — whitepaper, presentation, and RISC program infographic.