PRMIA Announces the 2019 Regional Risk Management Challenge Winners

Congratulations to the PRMIA Risk Management Challenge regional winners who will advance to the International Risk Management Challenge hosted in Montreal by PSP Investments. 

Eighty-five teams comprised of 340 Students were given four weeks to model Cash Flows at Risk (CFaR) for a portfolio of electricity power plants, based on natural gas prices, temperatures and electricity prices. Students were guided to build their own Machine Learning model on the MATLAB platform. Aside from the MATLAB challenge, students had to analyze the operations of United Grain Growers, a company that was listed on the Toronto Stock Exchange. Each team prepared executive summaries and presentations which they presented to a team of financial industry veteran judges over the past week in global regional Risk Management Challenges. Regional rounds took place in nine locations spanning over North America, Europe and Africa. 
 
This event was made possible through the generous support of our International Sponsor, MathWorks, and our regional sponsors, Royal Bank of Canada and Scotiabank.

Chicago
Team: Lucky Hawk IIT
University: IIT Stuart School of Business
Members: 
Lei Zhou
Utkarsh Agarwal
Siyuan Han
Ryan O'Keefe

Edmonton
Team: Alpha
University: Alberta Business School
Members: 
Hyelhara Sajou
Jenkens Leung
Rohan Ahmed
Matthew Morrison

Egypt
Team: AAMBFS
University: AAMBFS
Members:
Hanady Mohamed Ragaii Karam
Ahmed Abd ElMoneim
Nouran Abbas Rawash Mohamed

Hungary
Team: Synergy
University: Babes Bolyai University
Members: 
Patrik Iuhasz
Levente Deak
Krisztina Domahidi
Norbert Costiniuc

London
Team: LBS Risk Mathematicians 
University: London Business School
Members: 
Nitin Kewalramani
Oleg Butryakov
Alejandra Baigun
Carlos Mota

Montreal
Team: Desautels Capital Management Team
University: McGill University
Members: 
Ludovic Van den Bergen
Emilie Granger
Ian Jiang
New York 
Team: Team Long Gamma 
University: Rutgers MQF
Members:
Aleksandr Hartunian
Zhuolin Li
Yiming Guo
Anirudh Ramesh

New York  
Team: Four Black Swans
University: Polytechnic Institute of New York University
Members:
Siqi Li
Wenyun Qin
Jinglan Li
Yashu Zhu

Toronto
Team: MFRM of Legendary
University: Rotman School of Management, University of Toronto
Members:
Jiahao Fan
Jingrui Zhao
Hanfeng Guo
Ziqi Diao

Toronto
Team: SWEAR
University: Rotman School of Management, University of Toronto
Members:
Windy Weng
Fangjin Lin
Samuel Appasamy
Armand Suwanda

Vancouver
Team: Riskcoders
University: Beedie School of Business - SFU
Members: 
Tunc Utku
Lingyun Fan
Jingxuan Wu
Priyaadarshini Elango

Thank You to Our International Sponsor

 

Thank you to our sponsors, including:


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