Mahdi Lotfinezhad, Ph.D.

Portfolio Manager, Active Equities-Investment Science at CPP Investments | Investissements RPC
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Contact Information
us****@****om
(386) 825-5501
Location
CA

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Experience

  • CPP Investments | Investissements RPC
    • Canada
    • Financial Services
    • 300 - 400 Employee
    • Portfolio Manager, Active Equities-Investment Science
      • Mar 2023 - Present

      Toronto, Ontario, Canada Private Equity research AI/ML for alpha strategies and asset allocation Quant macro modeling

  • QuadFi
    • Canada
    • Financial Services
    • 1 - 100 Employee
    • CRO/CTO and Head of Science Lab
      • Oct 2021 - Nov 2022

      Hired and managed Data Science and software engineering teams Managed an end-to-end customer lending platform go live in 2022 Implemented underwriting policies (pricing and risk) for consumer loans Developed/managed AI/ML research/pipelines for forecasting consumer loan defaults

  • CPP Investments | Investissements RPC
    • Canada
    • Financial Services
    • 300 - 400 Employee
    • Portfolio Manager, Real Assets Strategy
      • Sep 2020 - Oct 2021

      Macro-economic modeling Quantitative cashflow modeling Design of Pricing, Return, and Risk framework across real assets: Infrastructure, Real Estate, Power & Renewables, and Energy & Resources

    • Portfolio Manager, Alpha Generation Lab
      • Jan 2020 - Sep 2020

      Systematic Alpha in Credit Machine Learning Quantum Machine Learning (Applications)

    • Portfolio Manager-Quant Research
      • May 2018 - Jan 2020

      Toronto, Canada Area Quant Research Factor Investing Portfolio Construction and Optimization Asset Allocation

    • Senior Associate, Quantitative Research
      • Sep 2016 - May 2018

      Toronto, Canada Area Quantitative Research Factor Investment and Modeling Asset Allocation

    • Senior Associate, Portfolio Management
      • Sep 2014 - Sep 2016

      Toronto, Canada Area Portfolio Management Rebalancing/Optimization

  • Scotiabank
    • Canada
    • Banking
    • 700 & Above Employee
    • Senior Manager, Economic Capital and Capital Efficiency
      • Nov 2013 - Sep 2014

      Stress testing Capital, CVA, and Credit exposure Modeling

    • Senior Manager, Risk Modeling and Measurement
      • Oct 2012 - Nov 2013

      Toronto, Canada Area Counterparty credit risk analysis (Potential Future Exposure and CVA) Stress testing: Capital, CVA P&L, and Spot Exposure

    • Manager, Risk Modeling and Measurement
      • 2010 - Oct 2012

      Market and Credit Risk Analysis and Measurement

  • University of Toronto
    • Canada
    • Higher Education
    • 700 & Above Employee
    • Postdoctoral Fellow
      • 2008 - 2010

      Computer Science Department Algorithm design for large scale networks

    • Ph.D. Student
      • 2003 - 2008

      Stochastic control of communication networks

Education

  • University of Toronto - Rotman School of Management
    Master of Finance (MFin)
    2013 - 2015
  • University of Toronto
    Ph.D., Electrical and Computer Engineering
    2004 - 2008
  • University of Toronto
    Master of Science (M.Sc.), Electrical and Computer Engineering
    2003 - 2004

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