20+ years specializing in the use of artificial intelligence to engineer quantitative, tactical, and alternative allocation strategies. Managed portfolios of equities, derivatives, currencies, and hedge funds. Often described as a self-motivated, disciplined doer, deep out-of-the-box thinker, and an executive who collaborates by example.
Picton Investments
View- Website:
- pictoninvestments.com
- Employees:
- 177
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Chief Technology OfficerPicton InvestmentsCanada -
Director, Macro, Market And Economic IntelligenceScotiabank Nov 2021 - Mar 2024Toronto, 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. Also responsible for backing up other traders in FX, futures and fixed income• 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 Optimization. -
Head Of Wholesale Banking And Global Treasury AiScotiabank May 2018 - Oct 2021Toronto, 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 focus was on big/alternative data, AI/ML, applied graph theory, optimization, macro-economic forecasting and quantum computing specifically applied to capital markets, finance and business prospecting -
Special Advisor, AiTd Nov 2017 - May 2018Toronto, 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 pricing the deal• 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 Securities, Treasury, Digital, Marketing, and Retail Banking -
Chief Investment OfficerQubd Inc. Oct 2015 - Sep 2017Toronto, CanadaCo-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.
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PrincipalThe Carlyle Group Feb 2014 - Oct 2015Toronto, Canada AreaInvestment 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 -
Vice PresidentDgam Jul 2009 - Jan 2014Toronto, Canada AreaPortfolio 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 -
Portfolio ManagerHillsdale Investment Management Inc. Aug 2007 - Jul 2009Toronto, Canada AreaDirector 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)
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Senior ConsultantQuantera Financial Corp. Jun 2007 - Aug 2007TorontoConsultant - Martingale betting in multi-equity high frequency trading system utilizing nonlinear Support Vector Machines
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Vice PresidentNorthwater Capital Management Inc. Oct 2002 - Jun 2007Toronto, Canada AreaR&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 - Hedge Fund Investments and Structuring
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AnalystElliot And Page, Manulife Financial Jan 2002 - Sep 2002Toronto, Canada AreaAlgorithmic Development - Investments and Capital MarketsNeural Network Design - Applied to value/growth tilts, gold market turning points, and pairs trading
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ConsultantVivosonic Inc. Sep 1998 - Sep 1999Toronto, Canada AreaConsultant - Explored the use of adaptive Kalman filters to improve detection of Otoacoustic Emissions in paedatric hearing screener
Taha Jaffer Education Details
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Electrical And Computer Engineering -
Mathematical Finance -
Biomedical Engineering -
Engineering Science
Frequently Asked Questions about Taha Jaffer
What company does Taha Jaffer work for?
Taha Jaffer works for Picton Investments
What is Taha Jaffer's role at the current company?
Taha Jaffer's current role is Chief Technology Officer.
What schools did Taha Jaffer attend?
Taha Jaffer attended University Of Toronto, University Of Toronto, University Of Toronto, University Of Toronto.
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Taha Jaffer
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Taha Jaffer
Karachi Division
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