C.V.


SUMMARY


  • Outstanding knowledge of statistics, applied mathematics, quantitative finance, and capital markets.
  • Demonstrated team participant and leader, effective communicator, and creative problem-solver.
  • Excellent attention to detail, tremendous work ethic, and superb time management skills.
  • Proficient technical background in multiple computing languages and software applications: R, SAS, SQL, MATLAB, C/C++, MQL4/5, VBA, Python, HTML, CSS, JavaScript, UNIX, Turing, LaTeX, Microsoft Office, Moody’s RF, and Reuters/Bloomberg.

EDUCATION


Chartered Financial Analyst Institute
Chartered Financial Analyst - Level I 

Global Association of Risk Professionals
Financial Risk Manager 

University of Guelph
Master of Science, Applied Mathematics - Distinction
Thesis: Basket Option Pricing and the Mellin Transform

University of Guelph
Bachelor of Science, Mathematics - Honours with Distinction


PUBLICATIONS & PAPERS


  • D.J. Manuge, P.T. Kim. Basket Option Pricing and the Mellin TransformMathematical Finance Letters, Vol 2015.
  • D.J. Manuge, M.Z. Hossen. Residual Estimation Risk for Back-Testing. Working paper, 2015.
  • D.J. Manuge, R. Dongmeng. Numerical Mellin Inversion for American Option Pricing. Working paper, 2015.
  • D.J. Manuge. Lévy Processes for Finance: An Introduction in R. Working paper, 2014.
  • D.J. Manuge. P.T. Kim. A Fast Transform Method for Mellin-type Option Pricing. Working paper, 2014.
  • D.J. Manuge. Multi-Asset Option Pricing with Exponential Lévy Processes and the Mellin Transform. Working paper, 2013.
  • S. Song, D.J. Manuge, P.T. Kim, J.Y. Koo. Stochastic Volatility and the Mellin Transform. Working paper, 2012.

PROFESSIONAL EXPERIENCE


Seedlify 
Co-Founder and CIO

  • Seedlify is Canada's first revenue-based financing investment platform that makes it easy to invest in startups. By combining the benefits of blockchain technology and crowdfunding, Seedlify's revenue-sharing investment platform provides Canadian tech companies with access to fast, fairly-priced, and user-friendly growth capital while providing investors with greater peace of mind.

Manuge Consulting Inc. 
Director

  • Providing model development, model validation, and quantitative advisory services for financial institutions with the objective of improving performance, eliminating redundancies, and enhancing operational efficiency through automation and innovative quantitative solutions.

Financial Risk Management, KPMG
Manager

  • Lead engagements, managed quant personnel, contributed to $1M+ in sales, and maintained a 90%+ utilization rate
  • Developed automated reporting engines, derivatives valuation, fraud detection, credit risk, and market risk models
  • Designed and enhanced model risk policies, procedures, and related governance frameworks
  • Performed methodology reviews and validations for retail and non-retail regulatory capital, collective allowance, stress testing, credit scoring/rating models, and country risk models
  • Audited the design, implementation, and effectiveness of risk controls
  • Provided advisory services related to Canadian banking and accounting regulation such as IFRS 9, CAR, ICAAP, FRTB, and more generally Basel I/II/III
  • Administered support in mathematics, statistics, and data analysis
  • Programming was conducted in R, MATLAB, SQL, and VBA
  • Formerly Senior Consultant.

Global Model Risk Management, Scotiabank
Manager, Model Validation

  • Performed methodology reviews and validations for retail and non-retail stress testing, economic capital, and regulatory capital models
  • Developed retail stress testing and regulatory parameter models for benchmarking
  • Reviewed compliance of models with OSFI-mandated regulation (e.g. CAR, E-18)
  • Established enhancements to existing models, validation processes, and guidelines
  • Programming was conducted in R, MATLAB, SAS, SQL, and VBA

Department of Mathematics and Statistics, University of Guelph
Research Assistant                                                                                                                    

  • Developed analytical and numerical pricing formulas for path independent derivatives using integral transform theory
  • Developed deconvolution density estimation methods for stochastic volatility models
  • Developed evolutionary and machine learning algorithms for applications to game theory and behavioural finance
  • Developed complex statistical estimation approaches for quantifying error in quantum systems
  • Programming was conducted in R, MATLAB, and C++

Developer Operations, BlackBerry
Research Associate

  • Developed statistical models to forecast application development and user growth
  • Performed data analysis to identify developer fraud
  • Performed quality assurance testing of third-party applications
  • Programming was conducted in VBA

VOLUNTEER EXPERIENCE


Contributing Author, FRTB: The Canadian Perspective, Toronto, CA - 2016
Invited Speaker, 4th S.O.G.M.S Conference,
University of Guelph - 2016
Organizer, Blockchain: Applications in Financial Industry,
Toronto, CA - 2016
Steering Committee Member, GARP Blockchain Risk Research Group, 
Toronto, CA - 2016
Participant, Ride to Conquer Cancer
Toronto, CA - 2016
Organizer, Modelling ECL under IFRS 9: Retail Impact,
Toronto, CA - 2016
Director, Fair + Square, Toronto, CA - 2016
Organizer, Modelling Impacts of IFRS 9, KPMG Tower, Toronto, CA - 2016
Volunteer, Model Management in Financial Institutions, Toronto, CA - 2016
Referee, Insurance: Mathematics and Economics, Elsevier Journal - 2015
Invited Speaker, 2015 Guelph Finance Conference,  University of Guelph - 2015
Organizer, Industrial-Academic Workshop on Optimization in Finance and Risk Management, Fields Institute - 2015
Team Captain, Juvenile Diabetes Research Foundation Ride for Diabetes Research, Toronto, CA - 2014
Volunteer, Jays Care Foundation, Toronto, ON - 2014
Co-Chairman, 2013 Guelph Finance Conference, University of Guelph - 2013
Speaker, 4th New York Conference on Applied Mathematics, Cornell University - 2013
Finance Speaker, A.M.M.C.S.-2013, Wilfred Laurier University - 2013
Session Chair, 1st S.O.G.M.S Conference, University of Guelph - 2013
President, Economics and Finance Association, University of Guelph - 2013
Director, College of Management and Economics Students’ Association, University of Guelph - 2012, 2013
Mathematics and Statistics Tutor, Tutoring at Guelph, University of Guelph - 2010, 2011, 2012, 2013
Chairman, 2012 Guelph Finance Conference, University of Guelph - 2012
Vice President, Economics and Finance Association, University of Guelph - 2012
Mathematics Undergraduate Chairman, Dept. of Math. and Stat. Curriculum Committee, University of Guelph - 2012
Treasurer, Mathematics and Statistics Club, University of Guelph - 2011, 2012
Director (interim), College of Physical and Engineering Sciences Student Council, University of Guelph - 2011
V.P. of Internal Affairs, College of Management and Economics Trading Simulation, University of Guelph - 2011
President, Finance and Investment Club, University of Guelph - 2010, 2011
Forum Moderator, PinkBike.com, Calgary, CA - 2006, 2007, 2008, 2009, 2010, 2011


AWARDS & ACHIEVEMENT


Travel Award, Workshop: Topological Data Analysis, Statistical and Applied Mathematical Sciences Institute - 2014
Young Researcher Award, A.M.M.C.S.-2013Wilfrid Laurier University - 2013
94th percentile (above global median in all 8 categories), Bloomberg Aptitude Test, Bloomberg Institute - 2013
Graduate Research Award, Department of Mathematics and Statistics, University of Guelph - 2013
Travel Award, Workshop: Biodiversity in a changing world, Centre de Recherches Mathématiques - 2013
Dean's Scholarship, College of Physical and Engineering Science, University of Guelph - 2012, 2013
Undergraduate Research Award, University of Guelph - 2012
Honour Roll, Department of Mathematics and Statistics, University of Guelph - 2009, 2010, 2011, 2012
Queen Elizabeth II: Aiming for the Top Scholarship, Government of Ontario - 2009, 2010, 2011, 2012
Undergraduate Student Research Award, Natural Sciences and Engineering Research Council of Canada - 2011
Campus Winner, Virgin Mobile "On the House" Campus Competition, Virgin Mobile Canada - 2011
Summer Company Award, Government of Ontario - 2010
Entrance Scholarship, College of Physical and Engineering Science,University of Guelph - 2008
Entrance Scholarship, University of Guelph - 2008
Ontario Scholar, Government of Ontario - 2008
John Bernard Kennedy Award, Elmvale District High School - 2008
Horticultural Society Award, Elmvale District High School - 2008
19 Course Awards (highest course GPA), Elmvale District High School - 2005, 2006, 2007, 2008
3 Academic Achievement Awards (highest cumulative GPA), Elmvale District High School - 2005, 2006, 2007
Certificate of Distinction (top 25%), Gauss Mathematics Contest, University of Waterloo - 2004


CONFERENCES & WORKSHOPS


  • IFRS 9: Expected Life of Revolving Facilities, Global Credit Data Consortium, May 2017
  • Blockchain: Application in Financial Industry, Toronto, June 2016
  • Risk Canada, Toronto, June 2016
  • Modelling ECL under IFRS 9: Retail Impact, April 2016
  • Modelling Impacts of IFRS 9, February 2016
  • Model Management in Financial Institutions, November 2015
  • xVA Evolution: CVA Impacts to Active Management, October 2015
  • SAS Toronto Data Mining Forum - May 2015
  • Guelph Finance Conference - March 2015
  • SAS Toronto Data Mining Forum - October 2014
  • SAS Toronto Data Mining Forum - May 2014
  • Guelph Finance Conference - November 2013
  • 4th New York Conference on Applied Mathematics - November 2013
  • Industrial-Academic Workshop on Optimization and Finance in Risk Management - October 2013
  • Applied Mathematics, Modeling and Computational Science (A.M.M.C.S) - August 2013
  • 1st Southwestern Ontario Graduate Mathematics and Statistics (S.O.G.M.S.) Conference - June 2013
  • Workshop: Biodiversity in a Changing World - July 2013
  • McGill Trading Competition - March 2013
  • Chartered for Finance Conference - January 2013
  • Canadian Mathematical Society (C.M.S.) winter meeting - December 2012
  • Guelph Finance Conference - November 2012
  • Fidelity Investments Clubs Roundtable - November 2012
  • Graduate Student University Teaching Conference (G.S.U.T.C.) - September 2012
  • Statistical Society of Canada (S.S.C.) annual meeting - June 2012
  • Sustainability in Agribusiness Case Competition - March 2012
  • McGill Trading Competition - March 2012
  • Chartered for Finance Conference - January 2012
  • Fields Institute Workshop on Computational Topology - November 2011
  • College of Management and Economics Trading Simulation - October 2011