Mahmood Alaghmandan
Office of the Superintendent of Financial Institutions
Mahmood Alaghmandan is a climate scenario analysis specialist at Canada’s Office of the Superintendent of Financial Institutions (OSFI), the national regulator. With a background in industrial engineering, he also holds a master’s and Ph.D. in mathematics. His academic journey spanned four universities in Canada and Sweden, culminating in a prestigious postdoctoral position at the Fields Institute. Mahmood has published over 18 papers in leading journals and presented his research at 21 national and international conferences in Europe and North America. His innovative work includes research in harmonic analysis and its applications to signal processing, quantum groups, and the development of unsupervised machine learning algorithms for anomaly detection in high-frequency data. In the financial industry, Mahmood has worked with different financial institutions in various roles, including mathematical scientist, quantitative analyst, quantitative model developer, model validator, and climate risk specialist. At OSFI, he has played a crucial role in designing and developing methodologies for the Standardized Climate Scenario Analysis, assessing the impact of various transition climate scenarios on the financial system.
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Articles by Mahmood Alaghmandan
Lessons for academic research from model risk management in financial institutions
The authors suggest that model risk management practices used in financial institutions can be applied to academic research and enhance research outcomes.