Taha Jaffer Email & Phone Number

Canada

Toronto, Ontario, Canada

• Focused on implementing AI and big data capabilities for the Structural Interest Rate Risk and Markets Team using state-of-the-art models of macro-economic forces that drive global interest rate and currency markets..
• Developed 10+ alpha models, 2 in production, 8 in proof of value stages generating PNL. Effort included combining internal/external bank data, AI, Quantum Computing, Macro/micro-economics, Trading Strategy, and.

Toronto, Canada Area

• Lead data scientist, AI and Natural Computing, DSA Lab responsible for over 50 projects generating over CAD$1B in shared NIAT across Global Banking and Markets and Global Treasury
• Managed team of 25+ PhD and Engineers and led and/or built end-to-end delivery of "big box" AI projects in Global Treasury, Global Banking & Markets, Commercial Banking, and Wealth with impact targets of $10M-$50M. Our.

Toronto, Canada Area

• Technical Lead - $100M Layer 6 acquisition completed Jan 2018. Report directly to Rizwan Khalfan, EVP Digital. Involved in the visioning, planning, competitive landscape, pitch, diligence, IP evaluation and ultimately.
• Responsible for developing a detailed strategic vision and road-map for implementing AI and Advanced Analytics across TD. Aided in the development and scoping of AI initiatives across the enterprise, specifically in TD.

Toronto, Canada

Co-founder and CIO. Focused on building and implementing trading strategies that use AI/ML to identify explosive opportunities in equity, foreign exchange, and commodity derivatives.

Toronto, Canada Area

Investment Committee Member - Hedge Fund Investments and Liquid Alternative Investments, Solutions GroupPortfolio Manager - Alternative Investments, Global Liquid Risk Premia Fund, and Tail HedgingRisk Management - Built and responsible for Extreme Tail Risk Management across both internal and client portfolios of exotic risks

Toronto, Canada Area

Portfolio Manager - Timing Common and Alternative Asset Markets using Macro Economic Forecasts of Risk, Turbulence, and FragilityPortfolio Manager - Tail Hedging Program ($6B protected)Tail Risk Manager - Hedge Fund Investments and Advisory Mandates

Toronto, Canada Area

Director of Research and Portfolio ManagerDesk Manager - All Derivative Trading (Total notional traded at peak $200M)Portfolio Manager - Proprietary Long Volatility Strategy (19 of 24 months positive, Oct 2008 +800%, 3 months triple digit returns)Portfolio Manager - Market Neutral Equity Program (+3% during entire credit crisis)

Toronto

Consultant - Martingale betting in multi-equity high frequency trading system utilizing nonlinear Support Vector Machines

Toronto, Canada Area

R&D - Private Equity Investments (Bio-informatics applied to market arbitrage and patent vulture ring-fencing)Structuring Specialist - Senior consultant in Portus unwind, and involved in a number of retail hedge fund structuresHedge Fund Specialist - Statistical Arbitrage, Volatility Arbitrage, Currency Trading, and High Frequency Market MakingResearch.

Toronto, Canada Area

Algorithmic Development - Investments and Capital MarketsNeural Network Design - Applied to value/growth tilts, gold market turning points, and pairs trading

Toronto, Canada Area

Consultant - Explored the use of adaptive Kalman filters to improve detection of Otoacoustic Emissions in paedatric hearing screener

Ph.D., Electrical And Computer Engineering

Sensory Cybernetics Biomedical Acoustics

M.M.F, Mathematical Finance

Engineering Science, Biomedicine

M.A.Sc., Biomedical Engineering

Sensory Cybernetics Group

B.A.Sc., Engineering Science

Activities and Societies: Engineering Physics Biomedical Engineering