Faisal Hamid Email & Phone Number

Toronto, Canada Area

Discretionary & systematic public equities trading & research.Tested short and medium term trading strategies using high resolution data for US public equities and FX markets.Created and maintained a high performance database (HDF5) with hundreds of millions of data points for the development and backtesting of trading strategies.Utilized advanced techniques, including JIT compilers and vectorization, for efficient simulation of markets.Implemented the Interactive Brokers API for reconciliation and live trading.Optimized trade execution to meet the latency requirements of a high turnover strategy.

Toronto, Canada Area

Responsible for due diligence on external public equity managers for potential allocations to the CAD 7.5B, as of 2015, endowment and pension plan portfolios.Relied on quantitative methods including historical returns analytics, holdings-based analysis and factor exposures to make allocation recommendations.Developed custom software applications in MATLAB, VBA (Excel, Outlook) and MySQL to assist with ongoing due diligence by streamlining the data collection and analytics process.Contributed to research initiatives including factor investing, risk models, and market timing signals.

Toronto, Canada Area

Implemented and tested portfolio risk management models based on expected shortfall and VAR.Developed a versatile backtesting engine to test tactical asset allocation models and risk strategies.Contributed to ongoing research related to futures based overlay strategies for risk management.

Ottawa, Canada Area

Co-authored 3 short research papers on underlying drivers of Canadian consumer prices.Responsible for monthly and quarterly presentations of projections and policy recommendations.Developed applications and maintained existing processes to support the mandate of the division.

Toronto, Canada Area

Designed, programmed and implemented an IP trending database for the Technological Crime & Forensics Department. This database consisted of applications that automate the process of identifying, documenting and reporting trends from the large pool of cyber-attacks encountered by the bank.Designed and programmed the Fraud Database using VBA/SQL in Microsoft Access to help the bank comply with various post 9/11 anti-money laundering policies. Created the new and improved intra-bank website for the Security & Investigation department.

Toronto, Canada Area

Worked as a Tester in the Scotiabank SOX Team. This included the testing of internal controls, performing walkthroughs for various business processes and evaluating the design effectiveness of the controls in place.Assisted with the department’s routine work, including the analyzing and summarizing of new accounting policies. Utilized VBA in Excel to accelerate the implementation of the bank’s new and more versatile data retrieval system.

Master'S Degree, Financial Economics

B.A. Honours, Economics, Finance Specialization

Machine Learning Engineer Nanodegree

Model Evaluation and Validation, Classification and Regression, Clustering, Dimensionality Reduction, Neural Networks, Markov Decision.

Deep Learning Foundations