Brian Park is a Senior Manager at Scotiabank, specializing in derivative pricing and XVA model validation since December 2018. Notable accomplishments include validating BRR-related features, Basel III SA-CVA input sensitivities, and an award-winning XVA model. Prior experience includes a managerial role focusing on derivatives at Scotiabank, where Brian designed a Python pricing library and validated various complex derivatives. Previously, as a consultant at EY, Brian supported quantitative model development and validation in credit and market risk. Early career experience encompasses an internship at S&P Global, where analytics modules were developed, and a role as an options trader at Global AutoTrading, emphasizing platform operation and development. Brian holds a Master’s degree in Computer Science from the University of Waterloo, a Master’s in Financial Mathematics from McMaster University, and a Bachelor’s in Mechatronics Engineering from the University of Toronto.
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