John Valica
About John Valica
John Valica is a Director at CIBC with extensive experience in financial analytics and modeling.
Title
John Valica currently holds the position of Director at CIBC, having started his tenure in 2018.
Previous Roles
John Valica has a rich history of working in finance, previously holding several roles at Scotiabank. From 2015 to 2018, he served as Senior Manager of Enterprise Stress Testing - Retail Stress Testing Analytics. Prior to this, he was Manager of Model Validation - Retail and Wholesale Credit Capital from 2013 to 2015. He also worked as a Profit and Loss Analyst in Fixed Income from 2011 to 2013, accumulating significant experience in various financial capacities.
Education
John Valica holds a Master of Arts in Economics and Finance from Queen's University, completed in 2011. He also earned a Bachelor of Arts in Economics and Finance from Brock University in 2009. His academic background has laid a strong foundation for his career in the financial sector.
Technical Expertise
John Valica has expertise in advanced time series modeling techniques including ARIMA, GARCH, and Hidden Markov Regime Switching models. He also employs machine learning techniques such as CART, Random Forests, BART, and Neural Networks. His proficiency extends to programming languages and tools such as SAS, R, Matlab, and SQL, as well as skills in database development and management.
Additional Skills
In addition to his financial and technical expertise, John Valica possesses junior web development skills, including proficiency in HTML, CSS, Javascript (jquery, d3), and PHP. This diverse skill set enhances his ability to address a range of technical challenges in his current and future roles.