Mirza Haroon Ahmed, CQF
Principal Financial Risk Management Consultant at Resilient Management Solutions. RMS was founded in 2013 as a consulting firm, specializing in business continuity, risk management, emergency management and security.
Haroon has over 7 years of financial risk management experience. He has worked at major financial institutions in different areas of risk and also has commodity risk management experience having worked in the power and gas industry for over 5 years. He’s currently a Market Risk Manager for Enmax and a Certificate in Quantitative Finance (CQF).
Haroon has worked in all major areas of financial sector including credit, equity, FX, fixed income, commodities and options market. He specializes in understanding, explaining and quantifying risk in the commodities and options market. He has a thorough understanding of option pricing theory including pricing options using partial differential equations and Monte Carlo simulation. Haroon also has a thorough understanding of various risk metrics such as VaR, MtM, and Option Greeks etc. Along with thorough understanding of risk, Haroon also has exceptional understanding of systems used to quantify risk. He has worked on ETRM implementation including implementation of Allegro as replacement of Bookrunner at Capital Power. He is also well versed with analytical tools such as SAS, R, Excel and reporting tools such as SSRS, Sharepoint and BI Cube.
Haroon has a strong educational background. He completed Double Degree Program offered jointly by University of Waterloo and Wilfrid Laurier University. He hold a Bachelor of Mathematics (Honors) from University of Waterloo with major in Statistics and Bachelor of Business Administration (Honors) from Wilfrid Laurier University with major in Finance. He is currently working on acquiring a Certificate in Quantitative Finance designation from FitchLearning.