PRMIA Announces 2020 Risk Management Challenge International Finalists

Congratulations to the PRMIA Risk Management Challenge regional winners who will advance to the international finals on April 20, 2020. The final round event will be conducted virtually and will include career development panel discussions and presentations by the two finalist teams before the judges select the 2020 winner.

Fifty-eight teams representing a total of 219 students competed in this year's Challenge. Nine PRMIA chapters hosted regional round events worldwide to narrow down the field to 12 finalist teams. We would like to recognize the tremendous dedication demonstrated by all of the teams and volunteers to persevere in this year's Challenge despite the disruptions caused by the coronavirus pandemic. This year's competition was fully virtual to ensure its continuity. 

Student teams have diagnosed risk management issues with Long Term Capital Management and tried to provide constructive solutions in improving the risk governance, model risk, and stress testing frameworks for the fund. Students also created profitable out-of-sample pair trading strategies using the MATLAB product suite, which simulated trades of the fund. 

Finalist Teams

Chicago University: Illinois Institute of Technology  Team: IIT Hawks Members: Hemali Doshi Rajat Dua Zheng Senyi Xing Zhang Egypt University: AAMBFS Team: Risk O'Mit Team Members: Ahmad Bedewi Ayman Saber Ahmed Amin Hungary University: Università di Napoli Federico II Team: DeltaFELA Members: Antonio Tufano Fabrizia Cicala Luciana Marchione Emilia Tutino   Ireland University: University of Limerick Team: Team 3 Members: Darshan Gala Krishna Maheshwari Advitya Ramdev Robert Shannon   Montreal University: McGill University  Team: Perfect Hedge Members: Min Su Zhixiu Xie Aïcha Traoré Xinyi Li   New York University: Rutgers University Team: Morpheus Members: Hirdai Sawnani Sai Mohan Ying Lan Shiyang Ni

New York University: Baruch College Team: Team 9893 Members: Alyssa Wei Lin Jin Chen Kanica J Khatri Claudio Matteo Llin   New York University: University of Miami Team: Delta Gamma Theta Members: Nam Tran-Hoang Tram Nguyen Tahz Rashid Petra Sobotova   Russia University: Lomonosov MSU  Team: CMC MSU  Members: Vadim Slivinski Vladislav Kuznetsov Artem Kaledin Egor Kravchenko   Toronto University: University of Toronto Team: Risky Toronto Members: Ki Beom Lee Yichao Chen Yong Jai Lee Toronto University: University of Toronto Team: HedgeHog Members: Alice Qiu Lydia Gao Cindy Zhu Michael Ren   Vancouver University: Simon Fraser University Team: No Limits Members: Marisa McGillivray Adam Saad Sukriti Prabhdyal

The 2020 Challenge was made possible through the generous support of our Global Sponsor, MathWorks; our International Finals sponsors, QuantUniversity and the University of Toronto's Master of Financial Risk Management program; and our Toronto Regional sponsor, RBC.

Thank You to Our Global Sponsor

 

Thank you to our International Finals Sponsors

 

           

Thank you to our Toronto Regional Sponsor

 

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