Gabriel Laprise, B.Ing Cfa Email & Phone Number

Montreal, Quebec, Canada

At Desjardins Global Asset Management I am part of the Quantitative Strategies team. The team manages 4B$ of institutional mandates, and the firm as a whole has over 120B$ in AUM. The team was created by merging Hexavest and DGAM's quant teams. I co-manage various strategies (4B$ total) : DAMG : Long / short absolute return strategy, 7 years of track record. Trading global equity index futures / ETF + currency hedging strategy using FX forwards. Trading all major developed equity indexes across Europe, Asia & North America . Using +100% / -100% exposures with small market bias. Leveraging in-house software for management + proprietary multifactor models to build long / short portfolio.QESGMON / QESGEM : Two long only active mandates. Global and emerging market equity with strong ESG model. Emphasis on global market outperformance and ESG characteristics. 5 years of track record for QESGMON and 3 year of QESGEM, benchmarked on MSCI World and MSCI Emerging markets. Managing currency exposure with FX forwards. Leveraging in-house software for management + proprietary multifactor models to build long only portfolios and ESG scoring.Commodities : Long only strategy using of futures of the Bloomberg Commodity Index (BCOM). Strategy based on a machine learning clustering model and some discretionary inputs. Benchmarked on BCOM index. Track record has 10 years, but I've been co-manager on this strategy for 2 years.US Global Macro : Equity index (MSCI World, MSCI EM, S&P500), Gold, US dollars, commodities futures + 10Y futures. Two sub-strategies : momentum + economic regimes. Momentum is based on a proprietary risk and expected return model. Economic regime is based on a hidden Markov chain model for the US economy. Track record has 10 years, but I've been co-manager on this strategy for 2 years.DGAM Equity ETF Suite : US / CAD / EAFE / EM passive & active mandates.

Montreal, Quebec, Canada

See description of role above.

Montreal, Quebec, Canada

See description of roles above.

Montreal, Canada Area

Hexavest was a global equity management firm catering to institutional investors with an AUM of 20B$ at its peak. I was hired as a quantitative analyst to help develop a new line of quantitative funds. My main role was to conduct research and development to improve existing quantitative strategies and create new ones. My second role was assisting in the daily portfolio management process of those funds. I also did research to help the discretionary portfolio managers build optimal decision making models.In 2021, Hexavest was acquired by Desjardins Global Asset Management (DGAM), in part because of the success of our quantitative strategies. DGAM wanted to put their weight behind the quant funds to scale the AUM of those strategies with internal and external institutional clients. This is inline with DGAM's firm wide expansion plan to reach 100 B $ AUM and crack the top 10 list of asset managers in Canada.

2270, Rue Garneau, Longeuil (Quebec), Canada

I conducted research to build a statistical model for forecastingMy tasks involved : (1) Consolidating and cleaning a large dataset(2) Conducting a preliminary analysis of the data set to identify relevant information.(3) Creating, adjustsing and testing statistical predictive models using the dataset.(4) Building a graphical user interface software which provided probabilities on forecasts

8585 Chemin De La Côte De Liesse

I conducted research to build a predictive model for consumption optimization.My tasks involved : (1) Creating mathematical models & using statistical methods to predict flight data. We used real flight data to make the analysis. The type of models & methods included : - Dimensionality Reduction : Principal Component Analysis (PCA) - Unsupervised learning : K-means clustering - Supervised Learning : Multiple linear regression, Neural Networks, Support Vector Machines - Analysis of Variance (ANOVA) (2) Designing & Implementing a scalable, flexible & portable software architecture to extract, store & analyze data in an automated fashion. (3) Creating a software architecture that is able to continuously update & evaluate the mathematical models as new flight data comes in.

1055 St. Regis Blvd - Montreal

- Ported assembly x86-x64 code from Windows to Linux for real-time video encoding/decoding- Developed tools to use the features under Linux- Added features in the application I developed in my previous internship

1055 St. Regis Blvd - Montreal

- Investigate technology avenues to use for future cross-platform development (Linux & Windows). - Build a prototype as a proof of concept for the chosen technology. - Design & build an existing application with the new technology. - The core product of Matrox Video Software is an SDK for a wide range of real-time digital video processing cards. These solutions are used by other engineers to build products mostly into the video server and professional montage industry.

3499 Douglas-B.-Floreani - Montreal

-Create automated tests for hardware and software with in-house script language.- Add features to the script language in C++. - Grass Valley provides scalable solutions for numerical TV signal processing. Their solutions are used by most Major TV Broadcasting companies.

(M.Sc.A.), Applied Mathematics

My masters thesis relates to automated option trading systems. Here's the title : New Estimators for the Optimization of Automated Option.

(B. Eng.), Software Engineering

- Procedural Programming INF1005C - Object Oriented Programming INF1010 - Micro Computer Architecture INF1600 - Data Structures &.