Risk Manager, Senior Consultant

Client: CME
Descrption: CME Group, the world's leading derivatives marketplace comprising four exchanges, approached Prof. Rama Cont for his expertise in risk management and margin design. As a highly respected quant, Prof. Cont successfully addressed and resolved the significant challenges they were facing with risk assessments, stress testing, and margin design, enhancing the overall robustness and reliability of their financial models.

Quantitative Analyst (Quant)

Client: Major Banks
Descrption: Rama Cont, as an expert in quantitative finance and risk management, has been invited to work on various model validation projects for major banks across the US, UK, and EU. He conducted rigorous reviews and testing of financial models, ensuring their accuracy, robustness, and compliance with regulatory standards.

Senior Consultant

Client: Hong Kong Exchange, HKEX
Descrption: Professor Rama Cont has been invited by the Hong Kong Exchange to serve as a risk manager and lead efforts in stress testing and enhancing the exchange's models. His responsibilities include conducting comprehensive stress tests to evaluate the resilience of financial models under extreme market conditions, identifying potential vulnerabilities, and redesigning the margin framework to ensure optimal risk mitigation.