ALIREZA REZAEIAN
Toronto,ON
Summary
As a senior quantitative developer and researcher with over six years of experience, my expertise includes:
- End-to-End Strategy Management: Managing the full lifecycle of systematic investment strategies, from initial research and design to production deployment and ongoing oversight.
- Advanced Technical Implementation: Translating complex mathematical models into high-performance, production-ready code (Python/SQL) and building robust analytical infrastructure to support investment decisions.
- Communication & Mentorship: Excelling at communicating complex quantitative concepts to stakeholders and mentoring team members to enhance investment frameworks and foster a culture of technical excellence.
Overview
7
7
years of professional experience
Work History
Senior Quantitative Analyst — Portfolio Management Team
Sun Life Global Investments
Toronto, ON
11.2023 - Current
- Led the end-to-end design and implementation of a dynamic macro regime framework using a Hidden Markov Model (HMM) and XGBoost to identify market states and guide tactical asset allocation across equity and fixed-income portfolios.
- Engineered and oversaw a multi-sleeve systematic sector-rotation strategy, integrating valuation, momentum, and macro-based signals into a unified model for active equity mandates.
- Provided quantitative oversight for portfolio construction, translating model signals into optimizer-ready inputs for position sizing, risk targeting (vol/TE), and exposure management across multiple mandates.
- Established and maintained the production environment for systematic strategies, implementing CI/CD pipelines, automated data QA, and full model governance documentation to ensure scalability and reliability.
- Presented complex quantitative strategies, performance analysis, and risk metrics to senior leadership and investment committees to support high-stakes portfolio decisions.
- Mentored junior team members in quantitative research techniques and promoted software engineering best practices to enhance team productivity and foster continuous improvement.
Senior Data Scientist
Sun Life Global Investments
Toronto, ON
06.2020 - 10.2023
- Deployed XGBoost-based anomaly detection models on AWS SageMaker to enhance portfolio monitoring; integrated alerting and audit trails for operational risk management.
- Built and maintained robust data pipelines and forecasting/attribution dashboards (SQL + Tableau) for the Investments and Distribution divisions, standardizing data lineage and governance.
- Coordinated across Investments, Data, and Technology teams to align research with production, compliance, and risk requirements.
Data Analyst
Betacalco
Toronto, ON
10.2019 - 05.2020
- Built regression-based territory/demand models and automated inventory and sales forecasting systems.
Research Assistant (Quant Finance)
Edwards School of Business
Saskatoon, SK
04.2018 - 11.2019
- Constructed and tested long/short equity portfolios using CRSP/Compustat data; ran factor and risk-model diagnostics and delivered reproducible research code.
Education
MSc - Finance
University of Saskatchewan
MBA - Finance
Shahid Beheshti University
BSc - Mechanical Engineering
Shiraz University
Skills
- Systematic Strategy Development & Production Oversight
- Quantitative Development (Python, SQL)
- Portfolio Construction & Risk Management
- Macroeconomic & Cross-Asset Analysis
- Data Pipeline & Infrastructure Architecture
- Stakeholder Communication & Leadership
- Algorithm Design & Optimization
- Mentorship & Team Collaboration
- Languages: Python, SQL, R, SAS
- Python Stack: pandas, NumPy, scikit-learn, xgboost, statsmodels, hmmlearn, joblib
- Databases & Cloud: SQL, AWS SageMaker, Git, REST APIs, Bloomberg API
- Business Intelligence: Tableau, Power BI
Timeline
Senior Quantitative Analyst — Portfolio Management Team
Sun Life Global Investments
11.2023 - Current
Senior Data Scientist
Sun Life Global Investments
06.2020 - 10.2023
Data Analyst
Betacalco
10.2019 - 05.2020
Research Assistant (Quant Finance)
Edwards School of Business
04.2018 - 11.2019
MBA - Finance
Shahid Beheshti University
BSc - Mechanical Engineering
Shiraz University
MSc - Finance
University of Saskatchewan
Publications
Rezaeian, A. & Racine, M. (2024). “The risk of SIN or socially irresponsible stocks.” Review of Quantitative Finance & Accounting 62(2): 755–798.
Awards
CEO's Award of Excellence, Sun Life Financial (2023)
2nd Place, AWS DeepRacer ML Competition — Sun Life (2022)