Rotman School of Management, University of Toronto

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Jun Yuan

JunYuan

Jun Yuan

Adjunct Professor
Executive-in-Residence

Degrees:

Bachelor, Shanghai Jiaotong University
Master, Queen's University
Ph.D., University of Toronto

Bio

Dr. Jun Yuan is currently Executive-in-Residence and Adjunct Professor at the University of Toronto Rotman School of Management, while serving as Managing Director and Head of CCAR Methodology at Global Risk Analytics with Royal Bank of Canada (RBC). 

At Rotman, Dr. Yuan acts as an expert on the financial industry. He is a member of the FinHub Advisory Board and has been actively advising and supporting the Master of Financial Risk Management (MFRM) Program at the Rotman school. Over the last decade, he has lectured in Canada and China for financial institutions and government regulatory bodies during various executive programs and conferences. 

At RBC, Dr. Yuan is mainly responsible for leading the development, implementation and monitoring of risk models for market risk, counterparty credit risk and CCAR stress testing. On behalf of RBC, he has been participating in and contributing to international regulatory requirement reform under Basel IV. The Basel Accord has officially incorporated the sensitivity-based method for standardized approach into its Fundamental Review of Trading Book (FRTB) rule, originally created by Dr. Yuan. 

Dr. Yuan is a pioneer in applying machine learning and artificial intelligence techniques in financial innovation and risk management in captial markets. As part of the bank's digitalization strategy, his team has been working towards capital markets trading book modernization (CM-TBM). In CM-TBM, all data is consolidated into a data lake and various machine learning techniques (e.g., deep neural networks and reinforcement learning) can be leveraged in equity and fixed income business applications.

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