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    Steven Asprey

    Managing Director, Global Diversified Program at OMERS Capital Markets

    Professional Background

    Steven Asprey is a highly accomplished quantitative investment manager, renowned for his extensive knowledge and experience in quantitative equities, managed futures, and investment data science. Currently serving as the Managing Director of the Global Diversified Program at OMERS Capital Markets, Steven has honed his skills in developing systematic quantitative investment strategies, focusing on the intricate processes that underpin successful investment management. With a career dedicated to analyzing financial data from multiple vendors, he excels in database design and the programming required to support robust investment frameworks.

    Throughout his career, Steven has demonstrated expertise in numerous areas such as statistical arbitrage, multi-factor modeling, and term structure strategies across various asset classes, including global equities, index futures, credit, fixed income, currency, and commodities. His ability to construct systematic portfolios has positioned him as a thought leader in the field of algorithm-driven trading and investment strategies.

    Steven's proficiency in trading systems design and development sets a solid foundation for his work, ensuring market impact modeling and rigorous transaction cost analyses contribute to optimizing investment performance. With strengths in high-frequency and order book data analysis, he is adept at leveraging advanced statistical methods and machine learning techniques to refine decision-making and enhance trade execution.

    Education and Achievements

    Steven Asprey boasts a robust academic background with advanced post-doctoral studies, including Process Systems Engineering at world-renowned institutions such as the Tokyo Institute of Technology and Imperial College London. Complementing this are his academic accolades which include a PhD in Chemical Engineering and a Bachelor of Science with honors in Engineering Chemistry, both obtained from Queen's University. This rigorous educational foundation underpins Steven's analytical prowess and innovative thinking in the investment domain.

    In addition to his educational qualifications, Steven has achieved critical successes in the investment landscape. His background in chemical engineering provides him with a unique perspective on complex systems, allowing him to apply engineering principles to financial data analysis and investment strategy formulation.

    Achievements

    Being at the forefront of quantitative investment management, Steven has successfully led initiatives that employ sophisticated methodologies tailored to meet contemporary investment challenges. His dual post-doctorate studies have equipped him with advanced knowledge and skills applicable in the competitive world of investment and finance.

    Steven has been instrumental in leveraging tools such as Bloomberg, Thomson Reuters, and FactSet, combined with analytical frameworks such as Axioma and Barra Risk Models, further propelling his investment strategies to significant success. His hands-on experience with various programming languages—including Python, Java, C#.NET, and MATLAB—enables him to implement tailored solutions that enhance performance and streamline processes.

    In summary, Steven Asprey brings a wealth of experience, technical expertise, and strategic insight that has solidified his reputation in the niche of quantitative investment management. His contributions have had a lasting impact on both the organizations he has been a part of and the broader investment community, marking him as a key player in advancing investment strategies that are informed by data science and quantitative analysis.

    Related Questions

    How did Steven Asprey develop his expertise in quantitative investment management?
    What specific strategies does Steven Asprey implement in systematic portfolio construction?
    In what ways has Steven Asprey utilized alternative data to enhance investment strategies?
    What impact has Steven Asprey had on the organizations he has worked with, particularly at OMERS Capital Markets?
    How does Steven Asprey employ machine learning techniques in his investment data science practices?
    What are some notable achievements in Steven Asprey's career that showcase his skills in financial database design?
    How has Steven Asprey's background in chemical engineering influenced his approach to quantitative investments?
    What makes Steven Asprey a leader in the field of investment data science?
    How does Steven Asprey approach transaction cost analysis in his investment strategies?
    What programming languages does Steven Asprey consider essential for his role in quantitative investment management?
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    Location

    Toronto, Ontario, Canada