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Frederic Blais, CFA, FRM

Frederic blais, cfa, frm

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location of Frederic Blais, CFA, FRMMontreal, Quebec, Canada
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  • 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