Summary
Overview
Work History
Education
Skills
Timeline
Publications
Awards
Generic

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)

ALIREZA REZAEIAN