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
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
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
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
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)