Karl Wouterloot is currently working as a Quantitative Developer at Polar Asset Management Partners Inc. Prior to this, Karl held positions such as Director of Quantitative Analytics and Methodology at Scotiabank, Mathematician at Spielo, and Graduate Student at Wilfrid Laurier University. Karl's expertise lies in machine learning, commercial banking analytics, recommendation engines, and market risk measurement, particularly in counterparty credit risk model development. Karl has a strong background in financial mathematics, biophysics, and optics, with experience in developing simulations for various experiments and projects.
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