Summary
Jacques Rioux is a distinguished research statistician-developer with over two decades of experience designing analytical risk models and production software for financial and insurance applications. At SAS he led design and implementation of OpRisk VaR and a flexible loss-distribution fitting procedure, translating regulatory needs (Basel II) into patented, customer-facing solutions. His background bridges deep mathematical theory (Ph.D. in Pure Mathematics from Cornell) with hands-on systems work in C/C++/C#/SAS and multi-tier component architectures (COM, .NET). He has a strong actuarial teaching and academic research record, having built database-driven web systems and extensible component frameworks for loss modeling. Colleagues value his ability to move from heavy-tailed catastrophe modeling and economic capital calculations to practical, auditable implementations and customer training. Based in Cary, NC, he combines rigorous quantitative insight with product-focused delivery and a track record of patentable innovation.
10 years of coding experience
12 years of employment as a software developer
B. S., Mathematics, B. S., Mathematics at Université de Montréal
Ph. D., Pure Mathematics, Ph. D., Pure Mathematics at Cornell University
French