Olivier Bourassa, Msc, Cfa Email & Phone Number

Toronto, ON, CA

Toronto, Ontario, Canada

Responsible for Foreign Exchange (FX) Management, overseeing multi-billion-dollar strategic FX hedging and completion mandates across multiple currencies and strategies, FX trading, and research in global currency markets.

Toronto, Ontario, Canada

• Responsible for contributing to the Foreign Exchange (FX) management mandates, supporting portfolio managers with trading activities, and lead the development of the framework to measure, monitor, and report on total.
• Structured and executed FX spot, forward, and swap trades across G10 and other developed markets to support strategic asset allocation rebalancing, securities transactions, FX completion, margining, and derivatives.
• Lead and… Show more Responsible for contributing to the Foreign Exchange (FX) management mandates, supporting portfolio managers with trading activities, and lead the development of the framework to measure, monitor.
• Lead and coordinated with multiple internal and external parties to internalize the trading of a Global Equity FX completion mandate.
• Lead the research and modelling of the Global Credit strategy to recommend strategic hedge ratios for various currencies to the investment committee.
• Contributed to the implementation of Continuous Linked Settlement (CLS) to reduce FX settlement risk.

Région De Montréal, Canada

• Responsible for supporting fixed income managers in their portfolio construction and capital deployment, carrying out reporting, and verifying compliance with risk budget.
• Conducted portfolio construction analyses for local and hard currency emerging market sovereign debt, providing critical data to support the investment team in its decision-making.
• Identified the active management decisions in rates and credit portfolios in order to quantify the impact of historical tail risk… Show more Responsible for supporting fixed income managers in their portfolio.
• Identified the active management decisions in rates and credit portfolios in order to quantify the impact of historical tail risk scenarios on the relative performance.
• Developed methodologies for stress-testing credit portfolios and currencies in projected economic scenarios.
• Simulated credit portfolio returns at different correlation levels with equity in order to assess the impact on the attractiveness of the credit in the total portfolio.

Région De Montréal, Canada

• Responsible for contributing to the modelling and the assessment of the long-term capital market assumptions for fixed income, currencies and illiquid assets.
• Conducted empirical research and statistical modelling on term premium, convexity bias and corporate default rates to provide econometric models and quantitative analyses that improved forecasting methodologies.
• Performed quantitative analyses in order to evaluate the attractiveness of various fixed-income segments in the… Show more Responsible for contributing to the modelling and the assessment of the long-term capital.
• Performed quantitative analyses in order to evaluate the attractiveness of various fixed-income segments in the total portfolio given different risk assessment methodologies.
• Devised an automated framework to decompose fixed income returns and test interest rate scenarios.
• Performed statistical modelling and systematic strategy analysis on G10 currencies as well as quantitative analyses and macro research on emerging markets in order to recommend a currency positioning. Show less

Master Of Science (M.Sc.), Finance

Bachelor Of Science (B.Sc.), Economics