Talk to sales Try for Free
Frederic Blais, CFA, FRM

Frederic Blais, CFA, FRM

Graduate Researcher

Followers of Frederic Blais, CFA, FRM791 followers
location of Frederic Blais, CFA, FRMMontreal, Quebec, Canada

Connect with Frederic Blais, CFA, FRM to Send Message

Connect

Connect with Frederic Blais, CFA, FRM to Send Message

Connect

  • Timeline

  • About me

    Managing Director - Global Counterparty Credit Risk Oversight at National Bank of Canada

  • Education

    • Université de Montréal

      2012 - 2013
      Master of Science (M.Sc.), Doctoral Stream Economics

      - Ph.D. course curriculum, oriented towards the mathematical aspect of Economics. - Thesis subject : Quantitative Analysis of Investment in Human Capital

    • HEC Montréal

      2013 - 2015
      Master of Science (M.Sc.) Financial Engineering

      - Selected courses : Monte Carlo Simulation, Numerical Methods in Finance, Fixed Income Securities- Thesis subject : Volatility Risk Aversion in the Context of Variance-Dependent Pricing

    • Université de Montréal

      2009 - 2012
      Bachelors of Science (B.Sc.), Honors Economics

      - Honors program including 1 year of M.Sc. level courses - Selected Courses : Econometrics, Macroeconomics, International Finance, Game Theory

  • Experience

    • HEC Montréal

      Jan 2013 - Jun 2015
      Graduate Researcher

    • National Bank of Canada

      Jun 2015 - now

      • Managing Director - Global Counterparty Credit Risk Oversight

        Jan 2024 - now

      • Senior Manager - Risk Oversight, Equities, Equity Derivatives and xVA

        Aug 2020 - Jan 2024

      • Senior Advisor - Risk Oversight, Equities, Equity Derivatives and xVA

        Oct 2018 - Aug 2020

      • Manager - Middle Office, Interest Rates Derivatives and FX

        Oct 2017 - Oct 2018

      • Senior Analyst - Middle Office

        Jun 2015 - Oct 2017

  • Licenses & Certifications

    • Certified Financial Risk Manager (FRM)

      GARP FRM Program
      Jan 2019

    • Chartered Financial Analyst (CFA)

      CFA Institute
      Jul 2022

  • Honors & Awards

    • Awarded to Frederic Blais, CFA, FRM
      Mention of Excellence HEC Montréal 2015 HEC’s Mention of Excellence (2015)
    • Awarded to Frederic Blais, CFA, FRM
      Mention of Excellence (2014) HEC Montreal 2014 HEC's Mention of Excellence (2014)
    • Awarded to Frederic Blais, CFA, FRM
      Entry Scholarship HEC Montréal 2013
    • Awarded to Frederic Blais, CFA, FRM
      Alma Mater Scholarship Université de Montréal 2012
    • Awarded to Frederic Blais, CFA, FRM
      Faculty of Arts and Sciences' Scholarship Université de Montréal 2012
    • Awarded to Frederic Blais, CFA, FRM
      Dean's List (2010-2012) Université de Montréal 2011 University of Montreal's "Dean's List" (2010 to 2012)
    • Awarded to Frederic Blais, CFA, FRM
      Jean-Marie Dufour Prize in Econometrics (2010-2011) Université de Montréal 2011