Juha Korpela Email & Phone Number | My expertise is designing, implementing, and managing various industries' quantitative modeling and data processing activities. I am an experienced executive who thrives on creating solutions for ill-defined and ambiguous problems that overlap multiple disciplines. I enjoy solving problems at the intersection of CFO, CDO, CRO, CTO, and quantitative analytics. I am experienced with presentations to seniormost management. I like coaching junior staff and relish discussing the feasibility of modeling approaches with the head of quantitative analysis or deliberating with the head of IT about software architecture. I am developing natural language processing techniques for cleaning large datasets to enable predictive analytics in domains where this has not been possible due to data quality issues. Career highlights to date: - Established and led the Quantitative Modeling and Data Science (QMDS) group. Created an environment to enable data fusion across domains. This environment enables advanced modeling and simulation approaches to optimize enterprise decision-making. Led projects to stand up quantitative analytics groups and IT environments at subsidiaries. - Established an Enterprise Risk Systems group and designed and delivered a hedge trading platform for Asset and Liability Management. Selected, led legal negotiations, and on-boarded three vendor systems to form the basis of the ALM analytics platform. - Delivered risk-weighted asset (IRC RWA) regulatory analytics. - Implemented loan utilization level stochastic simulation of the bank's entire commercial portfolio for the purpose of stochastic concentration analysis and limit determination. - Led a team to deliver economic scenarios for CCAR. Designed and implemented scenario generation system. - Rewrote a hedge fund's real-time risk management and reporting system. - Worked with CRO to redesign and implement a hedge fund's real-time risk management system and created a portfolio monitoring system based on automatic news feed analysis. - Designed and implemented a subprime mortgage valuation system based on Loan Performance data. This enabled a proprietary trading desk to quote and gain market share rapidly. - Developed an original mathematical model that made it possible to price bespoke CDX tranches consistently with standard tranches in Monte Carlo simulations. - Built the first simulation model for a global investment bank to calculate CVA and FVA charges for swaps trading.

Juha Korpela

My expertise is designing, implementing, and managing various industries' quantitative modeling and...
New York, New York, United States

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Juha Korpela’s Email jkorpela@techpargroup.com

Juha Korpela’s Phone Numbers +1 201-457-****

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Juha Korpela’s Location New York, New York, United States

Juha Korpela’s Current Industry Lehigh University Toptal Techpar Ecofinsys

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Work Experience

Lehigh University

Member, Industry Advisory Council for MS Financial Engineering

2019-01-01 00:00:00 - Present

Toptal

Consultant (data science certified)

2018-11-01 00:00:00 - Present

Techpar

Advisor

2018-09-01 00:00:00 - Present

Ecofinsys

Founder

2018-08-01 00:00:00 - Present

Striveworks

Consultant (AI based computer vision)

2019-12-01 00:00:00 - 2020-03-01 00:00:00

Transamerica

Senior Director

2017-05-01 00:00:00 - 2018-08-01 00:00:00

Credit Suisse

Director

2016-04-01 00:00:00 - 2017-02-01 00:00:00

Bank Of America

Director

2014-03-01 00:00:00 - 2015-05-01 00:00:00

Aig

Managing Director

2013-04-01 00:00:00 - 2014-02-01 00:00:00

Linden Advisors

Head Quantitative Analyst, Risk manager

2011-05-01 00:00:00 - 2012-12-01 00:00:00

Goldman Sachs

Vice President

2009-10-01 00:00:00 - 2011-05-01 00:00:00

Merrill Lynch

Director

2007-04-01 00:00:00 - 2009-10-01 00:00:00

Citadel

Vice President

2006-01-01 00:00:00 - 2007-02-01 00:00:00

Lehman Brothers

Vice President

2002-08-01 00:00:00 - 2005-11-01 00:00:00

Salomon Smith Barney

Vice President

1999-09-01 00:00:00 - 2002-08-01 00:00:00

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Languages

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FAQ About Juha Korpela

Juha Korpela is located at
New York, New York, United States

Juha Korpela is a My expertise is designing, implementing, and managing various industries' quantitative modeling and data processing activities. I am an experienced executive who thrives on creating solutions for ill-defined and ambiguous problems that overlap multiple disciplines. I enjoy solving problems at the intersection of CFO, CDO, CRO, CTO, and quantitative analytics. I am experienced with presentations to seniormost management. I like coaching junior staff and relish discussing the feasibility of modeling approaches with the head of quantitative analysis or deliberating with the head of IT about software architecture. I am developing natural language processing techniques for cleaning large datasets to enable predictive analytics in domains where this has not been possible due to data quality issues. Career highlights to date: - Established and led the Quantitative Modeling and Data Science (QMDS) group. Created an environment to enable data fusion across domains. This environment enables advanced modeling and simulation approaches to optimize enterprise decision-making. Led projects to stand up quantitative analytics groups and IT environments at subsidiaries. - Established an Enterprise Risk Systems group and designed and delivered a hedge trading platform for Asset and Liability Management. Selected, led legal negotiations, and on-boarded three vendor systems to form the basis of the ALM analytics platform. - Delivered risk-weighted asset (IRC RWA) regulatory analytics. - Implemented loan utilization level stochastic simulation of the bank's entire commercial portfolio for the purpose of stochastic concentration analysis and limit determination. - Led a team to deliver economic scenarios for CCAR. Designed and implemented scenario generation system. - Rewrote a hedge fund's real-time risk management and reporting system. - Worked with CRO to redesign and implement a hedge fund's real-time risk management system and created a portfolio monitoring system based on automatic news feed analysis. - Designed and implemented a subprime mortgage valuation system based on Loan Performance data. This enabled a proprietary trading desk to quote and gain market share rapidly. - Developed an original mathematical model that made it possible to price bespoke CDX tranches consistently with standard tranches in Monte Carlo simulations. - Built the first simulation model for a global investment bank to calculate CVA and FVA charges for swaps trading.

Juha Korpela currently works in the Lehigh University | Toptal | Techpar | Ecofinsys |

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Juha Korpela has prior
experience in the following industries:
Striveworks | Transamerica | Credit Suisse | Bank Of America | Aig | Linden Advisors | Goldman Sachs | Merrill Lynch | Citadel | Lehman Brothers | Salomon Smith Barney

Juha Korpela has the following professional experience:
Lehigh University | Toptal | Techpar | Ecofinsys | Striveworks | Transamerica | Credit Suisse | Bank Of America | Aig | Linden Advisors | Goldman Sachs | Merrill Lynch | Citadel | Lehman Brothers | Salomon Smith Barney