Mahmood Alaghmandan

Office of the Superintendent of Financial Institutions

Mahmood Alaghmandan is a quantitative risk management professional with extensive experience across financial institutions and regulatory organizations. His work spans model risk management, credit risk, model development and validation, climate risk, and AI/ML. He holds a master’s and Ph.D. in mathematics and has held academic and research positions at universities and research institutes in Canada and Sweden, including the Fields Institute. He has published more than 21 academic and practitioner papers and presented his research at numerous national and international conferences. His research interests lie at the intersection of quantitative methodology, financial risk management, AI risk, and the practical application of mathematical and statistical methods.

Articles by Mahmood Alaghmandan

Original research

A methodology to measure the impacts of scenarios through expected credit losses

The authors propose a framework for measuring the impact of scenarios on the expected losses of exposures by leveraging the existing provisioning infrastructure within financial institutions.

11 Sep 2026

Original research

Lessons for academic research from model risk management in financial institutions

The authors suggest that model risk management practices used in financial institutions can be applied to academic research and enhance research outcomes.

20 Jan 2025

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