10 Sigma Risk LLC provides consulting services to risk managers and data analysts in the financial industry. Please contact me at "email@example.com" for a free consultation. The company's name, 10 σ risk (pronounced ten sigma risk), stands for our focus on extreme market events. If we were to call a quiet market volatility level a one-sigma event, then a ten-sigma event is an extremely high volatility event. This type of event is relatively rare, and has occured once every 7 to 20 years in the securities market. The market crash of October 2008 following Lehman Brother's bankruptcy was an extreme event. The October 1987 U.S. stock market crash was another extreme event.
I am a Data Scientist with a deep financial industry knowledge. I hold an MBA from the University of Chicago, Booth School of Business, and I am a certified FRM (Financial Risk Manager). I received a B.A. with High Honors in Economics from Mount Holyoke College.
Linkedin.com profile (external) LinkedIn.com/in/JenniferYoon
GitHub account (external) GitHub.com/JennEYoon
Feb 2019 GARP Conference, proposed talk supporting materials