Eric Lai
Manager, Structural Market Risk at BMO
Old Toronto, Ontario, Canada
Summary
👤
Senior🎓
Top SchoolEric Lai is a market risk manager with 11 years of experience building quantitative solutions across major Canadian banks and asset management, now leading Structural Market Risk at BMO. He combines hands-on model development and data-management expertise—from VaR and FRTB to counterparty credit risk and xVA—with strong coding skills in Python, R, SQL, MATLAB and VBA. A Master of Management Analytics graduate from Queen’s and a Waterloo-trained quantitative risk specialist, he has rotated through front-office rates, CCR, and enterprise market risk control functions, giving him both product and control perspectives. Eric is drawn to process improvement and pragmatic automation, often translating complex risk concepts into auditable data pipelines and repeatable analytical tools. Notably, his background spans both trading-side internships and control-oriented roles, enabling him to bridge stakeholder priorities from traders to regulators.
11 years of coding experience
4 years of employment as a software developer
Honours BMath, Financial Analysis and Risk Management (Professional Risk Management Specialization) and Statistics, Honours BMath, Financial Analysis and Risk Management (Professional Risk Management Specialization) and Statistics at University of WaterlooMaster's degree, Master of Management Analytics, Master's degree, Master of Management Analytics at Smith School of Business at Queen's University
Github Skills (43)
proton10
color-picker10
game-engine10
steamworks10
windows10
open-source10
desktop10
compatibility10
powertoys10
game-development10
wine10
steam10
godot9
vulkan9
api9
Programming languages (5)
Github contributions (5)
ecameracci/GamePlay
Sep 2017 - Apr 2018
Contributions:17 pushes, 2 branches in 6 months
cpp3d-gamesgamesgamedevc-plus-plus
naveenOnarayanan/filesystemManager
Jul 2014 - Jul 2014
Contributions:50 commits in 23 days
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