My role consists of developing new quantitative tools and investment strategies using innovative analytical methods while maximizing the returns theoretical portfolios. My goal is to provide concrete and actionable ideas to clients using these new tools. All major asset classes are considered to determine optimal portfolio allocations. As such, I try to include as much alternative data as I can and borrow from other fields such as physics and psychology to improve our quantitative techniques.

As part of the Bank Credit Analyst Monthly and Global Asset Allocation services, we construct BCA’s macroeconomic perspective based on a simple framework broken down into three pillar: Valuation, Momentum and Liquidity. Our goal is to provide investment strategies to our clients through market-relevant analyses and views.

Played a key role in publishing global macro research that analyzed the investment landscape of global commercial real estate. To do so, we developed statistical models to support trade ideas while monitoring risks in the broader financial markets. We also constructed proprietary economic/financial indicators and applied them to global commercial real estate markets.

Combined bottom-up analysis with an overarching global macro research approach to achieve a balanced commercial real estate investment strategy. Our team had the responsibility of identifying macroeconomics risks and opportunities based on global and local market trends. Through robust analysis such as econometric models, our team monitored and proposed investments strategies that were relevant to the portfolio management and investment teams.

Constructed an assessment model as part of the evaluation team that was used to monitor and gauge the effectiveness of several programmes to control tobacco consumption across Canada.