Michele Mosca
GRI Special Advisor
Dr. Mosca is an award-winning researcher whose cutting-edge work on quantum computing has been published widely in top journals and textbooks. He is globally recognized for his drive to help academia, industry and government prepare our cyber systems to be safe in an era with quantum computers. He is a co-founder of the Institute for Quantum Computing, and a founding member of the Perimeter Institute for Theoretical Physics. He co-founded evolutionQ Inc. to help organizations evolve their quantum-vulnerable systems and practices to quantum-safe ones.
Michele Mosca obtained his doctorate in Mathematics in 1999 from the University of Oxford on the topic of Quantum Computer Algorithms.
His research interests include quantum computation and cryptographic tools that will be safe against quantum technologies.
He is globally recognized for his drive to help academia, industry and government prepare our cyber systems to be safe in an era with quantum computers.
He is co-founder of the Institute for Quantum Computing at the University of Waterloo, a Professor in the Department of Combinatorics & Optimization of the Faculty of Mathematics, and a founding member of Waterloo’s Perimeter Institute for Theoretical Physics. He is the co-founder and Director of CryptoWorks21, an NSERC-funded training program in quantum-safe cryptography. He co-founded the ETSI-IQC workshop series in Quantum-Safe Cryptography which brings together a broad range of stakeholders working toward globally standardized quantum-safe cryptography. In 2015, he co-founded evolutionQ Inc. in order to support organizations as they evolve their quantum-vulnerable systems and practices to quantum-safe ones.
Dr. Mosca’s work is published widely in top journals, and he co-authored the respected textbook “An Introduction to Quantum Computing” (OUP). Dr. Mosca has won numerous academic awards and honours, including 2010 Canada’s Top 40 Under 40, the Premier’s Research Excellence Award (2000-2005), Fellow of the Canadian Institute for Advanced Research (CIFAR) since 2010, Canada Research Chair in Quantum Computation (2002-2012), University Research Chair at the University of Waterloo (2012-present), and Queen Elizabeth II Diamond Jubilee Medal (2013).
David Li
GRI Special Advisor
David Li is a quantitative analyst and a qualified actuary who in the early 2000s pioneered the use of Gaussian copula models for the pricing of collateralized debt obligations(CDOs). The Financial Times called him "the world’s most influential actuary", while in the aftermath of the global financial crisis of 2008–2009, to which Li's model has been credited partly to blame, his model has been called a "recipe for disaster".
As one of the early pioneers in credit derivatives Dr. Li has established a credit portfolio valuation methodology which has been become the market standard: Gaussian copula model or Li model. Dr. Li’s work has been featured on the front page of Wall Street Journal, and on many other major newspapers, such as Financial Times, Nikko, The Global and Mail etc.
Dr. David X. Li worked at AIG as senior managing director and head of modeling for AIG Investments from January 2012 to September 2015. Previously he was the CRO (chief risk officer) at CICC in Beijing, where he was responsible for the risk management group, quantitative analytics group and new product group. Previously Dr. Li served as Global Head of Credit Derivative Quantitative analytics from June 2004 to April 2008. Before that, he worked at Citi Group as Global Head of Credit Derivative Research from October 2001 to May 2004, in AXA Financial as Vice President of Risk Management from March 2000 to October 2001, in the Risk Metrics Group (RMG)/J. P. Morgan as partner from January 1999 to March 2000, in CIBC as executive director in the Financial Products Group from August 1996 to December 1998, in RBC as Manager in Risk Management from May 1995 to July 1996, and he taught at the University of Manitoba as assistant professor in actuarial science/finance from July 1994 to May 1995.
Anthony Vaz
GRI Special Advisor
Anthony Vaz joins us following his recent role as VP, Models, Methodology, and Infrastructure, where he lead a team accountable for developing risk measurement models and methodologies that incorporated both financial market risk and actuarial aspects, model governance, infrastructure development, and associated regulatory interactions. Anthony held analytic leadership positions increasing of responsibility across a wide array of business units at Manulife starting in 2008.
Prior to joining Manulife, Anthony worked at CIBC in the Model Vetting group, where he reviewed a wide range of models: market and credit risk engines, derivative pricers, retail credit scoring, and securitizations. Prior to CIBC, he worked at OSFI in the Capital Markets Group, where he was responsible for reviewing all the bank applications for market and credit VaR models. He also did supervisory examinations of banks and insurance companies for OSFI and joint examinations with the US Federal Reserve.
Anthony Vaz holds a PhD in Electrical and Computer Engineering from the University of Toronto. Prior to his finance career, Anthony worked on control and signal processing applications for the space and defense industry.