Dr. Joseph Tagne is a distinguished risk management expert at the
Risk Analytics Institute with significant qualifications and experience in quantitative finance
and risk analytics. His extensive background in financial modeling, climate risk assessment, and
advanced data analytics has positioned him as a leading authority in developing innovative
solutions for complex risk management challenges in the financial sector.
His educational background includes:
A Financial Risk Manager (FRM) certification from the Global Association of Risk
Professionals
(GARP).
Strong academic background in mathematics and statistics.
Dr. Tagne lectured at the University of Montreal on various subjects including forecasting,
statistics,
mathematics, and probability theory from September 2010 to March 2015.
In terms of his work background, Dr. Tagne has:
Extensive experience in quantitative risk management, modeling, and model risk management.
Expertise in developing credit risk models for regulatory capital and expected loss
calculations.
Significant contributions to prestigious institutions such as EQ Bank, Bank of Canada, and
Export Development Canada.
Experience in designing and implementing the first reverse stress test at the Bank of
Canada.
Advanced programming skills in Python, R, SAS, MATLAB, and other tools.
Strong leadership in mentoring high-performing teams and addressing emerging risks.
Dr. Tagne's areas of interest and expertise include:
Quantitative climate risk solutions.
Machine learning applications in finance.
Emerging risks such as climate, crypto, ESG, and artificial intelligence.
