I am currently a tenure-track assistant professor in the Department of Applied Mathematics at the University of Western Ontario. I also hold a SHARCNET Research Chair in Financial Mathematics.
In 1990, I graduated from Westminster Secondary School in London, Ontario. Following this, I studied Mathematics and Statistics and McGill University in Montreal, graduating with a Bachelor of Science in 1995. I moved on to earn a Master's in Mathematics (Statistics -- Co-operative Program) from the University of Waterloo. Upon graduation, I worked as an independent research consultant, having contracts with Human Resources Development Canada and Public Works and Government Services Canada. After about a year of working as a consultant, I decided to return to school and obtained my Ph.D. in Statistics from the University of Waterloo (2001). The title of my thesis was Relative Entropy, Distortion , the Bootstrap and Risk and was produced under the supervision of Don McLeish and Adam Kolkiewicz.
After earning my doctorate, I worked as an analyst in the Financial Markets Department of the Bank of Canada. While at the Bank, I was involved in varying degrees with projects related to the funds management activities of the Bank including, for example, the management and pricing of retail debt products, public debt management, credit risk, and the management of foreign reserves. I left the Bank of Canada for my current position at Western in 2002 where I continue to work on problems in these areas, with particular attention to public debt management.