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Dr. Letitia Golubitsky is an experienced professional in the financial industry with over a decade of expertise across the Big 5 Canadian Banks holding a PhD in Mathematics from Western University, a Master of Science in Mathematics from Queen's University and a Master of Science in Financial Mathematics from McMaster University.
Dr. Letitia Golubitsky started her career as a quantitative risk developer in Model Development at TD developing in-house mathematical models for Trading Credit Risk (TCR). Later, she joined CIBC Capital Markets Risk Management as a senior quantitative risk developer building in-house models for Trading Credit Risk and Market Risk. Letitia has worked for the past seven years in Model Validation at Bank of Montreal responsible for vetting TCR and FO pricing models used by the trading desks. In her most recent role as Associate Director at RBC Market Risk Dr. Golubitsky was responsible with FRTB -SA capital oversight for the trading desks.
Dr. Letitia Golubitsky holds cross-departmental appointments, delivering rigorous quantitative and financial modeling courses across both graduate and undergraduate programs.
- Assistant Professor, Lazaridis School of Business and Economics, Wilfrid Laurier University
- Adjunct Professor and Lecturer, Statistics and Actuarial Science Faculty, Western University
- Lecturer, Ivey Business School, Western University
Committed to advancing the intersection of industry execution and machine learning innovation, Dr. Letitia Golubitsky actively drives applied quantitative finance research and academic mentorship in the area of artificial intelligence applied to business and financial modelling.
- Student Supervision and Research publications: Mentoring two students within the Master of Financial Economics (MFE) program and Ivey Business School and the Department of Computer Science undergraduate dual major degree with research areas centered on deploying predictive machine learning models to complex financial applications.
Publications
- Unsupervised Learning of Equity Market Dynamics: A Variational Autoencoder Approach, Alex Caraman, Letitia Golubitsky to be submitted to peer reviewed journal, available on SSRN, May 2026.
- Modelling coffee beans spot volatility under the ENSO climate index dynamics, Marina Palaisti, Letitia Golubitsky, submitted to the journal of Agriculture Finance, available on SSRN, April 2026.
- Letitia Golubitsky, Betti Numbers of Toric Varieties and Eulerian Polynomials, Communications in Algebra Journal, Volume 40, Issue 6, 2012.
- BU 423
- BU 393
- BU 443/643
- BU 283
Contact Info:
T: 519-830-1656
Office location: LH2058D
Office hours:
Tuesdays: in person or by appointment online
Languages spoken: English, French, Italian, Romanian