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Delta Vega has designed its risk score to help investors make sensible decisions in line with their financial objectives and risk tolerance. By enhancing information quality, Delta Vega’s risk score contributes to the dynamism of the Canadian structured notes market.
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Christian, a Finance professor at HEC Montréal, served as the scientific director of the Canadian Derivatives Institute between 2013 and 2025. He spearheaded a 5-year initiative to develop a risk metric for structured products, collaborating closely with a major Canadian issuer. The resulting intellectual property now powers Delta Vega’s API.
Tolga has been a professor of Finance at HEC Montréal since 2006. He currently serves as the Director of the Canadian Derivatives Institute. He is co-responsible for the BNI-HEC Montreal Fund, overseeing $6 million in student-run assets. He has also been an external consultant specializing in the validation of portfolio and risk management models of large Canadian pension funds and financial institutions.
Mathieu is a Finance professor at UNSW in Sydney and has extensive industry experience alongside his academic career. He is an expert in investments and asset allocation modeling, with special expertise in derivative markets. Mathieu worked for over six years in consulting as a Director at KPMG, providing advisory and model development support to the largest pension funds and financial institutions in Canada.
Pascal is a professor of Finance at HEC Montréal. He is the founding director of the Canadian Derivatives Institute, which he ran for 9 years. He also served on Montreal PRMIA steering committee. Pascal is the author of several textbooks on derivatives and corporate finance, and, more lately, of a professional reference guide to portfolio performance.
