Chris Cormack

Dr Chris Cormack is co-founder and Managing Director of Quant Foundry. Chris is a former Head of Market Risk. Experienced in methodology design and implementation across all asset classes, advanced Operational Risk methodology implementation. Counterparty Credit Risk Time Series modelling specializing in Equity and Rates. Design and implementation of Novel Time Series models for CCR and Market Risk. Chris has lead quant teams for large methodology integrations. Chris was a lecturer in physics at Queen Mary University and holds a PhD in particle physics from Liverpool and a master’s in mathematical finance from Oxford.

Within Quant Foundry as well as being the managing director, Chris is the Head of Quant Labs and leads the design and construction of new models in finance covering time series models using AI and Machine Learning techniques.

Recent Experience and Climate Modelling

Honorary Research Fellow the Imperial College Business School involved in climate research and novel means of managing pandemic risks
Quant Foundry is a partner with the forthcoming UK center for climate risk measurement

Recent Experience in Artificial Intelligence

Chris Cormack currently holds an innovate UK grant award to develop new AI solutions using novel neural networks and has been involved in the development of machine learning solutions in finance to identify credit risks for individuals and sovereign entities

Articles by Chris Cormack

Original research

Estimating financial risks from the energy transition: potential impacts from decarbonization in the European power sector

The authors present an integrated assessment of energy transition risk that links future energy scenarios to a structural economic model.

22 Jan 2021

Comment

Basel op risk modelling blow shifts focus to Pillar 2

Demise of AMA leaves industry needing risk-sensitive approach for calculating top-up capital, says consultant

19 Jan 2018

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