Colm Doyle

Colm Doyle is a seasoned professional in risk modeling and quantitative finance, currently serving as a Risk Modelling Manager at Athora since October 2020, where responsibilities include managing diverse financial and insurance risk model development projects. Prior to Athora, Colm worked as a Quantitative Developer at AIB from January 2018 to October 2020, focusing on interest rate and liquidity risk models. Colm's experience also includes a role as a Quantitative Analyst at Aegon Ireland, contributing to variable annuities hedging operations, and a PhD researcher at the Financial Mathematics and Computation Cluster. Additionally, Colm has lectured and taught at University College Dublin, covering modules in Derivative Securities, and holds multiple degrees in Quantitative Finance and Mathematical Science from the same institution.