Azeem Lakdawalla

(647) 300-2933

Email : lakdafari@gmail.com

 

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Education & Certifications

 

Academic

 

M.Sc. Computer Science, University of Toronto (CGPA: 4.0). Research Area: Computer Vision

2003 - 2005

B.Eng. Computer Engineering, McGill University

1993 - 1998

International Baccalaureate, The Toronto French School (Ontario Scholar)

1991 - 1993

 

 

Financial courses and certifications

 

FIX Training Course – NYFIX

2009

Derivatives Fundamentals Course, Trader Training Course,  Conduct and Practices Handbook, Canadian Securities Course (Honours) – Canadian Securities Institute

2004 - 2008

Licensed trader on TSX, Venture and Montreal exchanges

2006

 

Languages: Bilingual (English and French), and fundamentals of German

 

Relevant Skills

 

Development languages:

C++, Python, MATLAB, Java, VBA, SQL

Frameworks, APIs and Protocols:

STL, MFC, Qt, OpenGL, FIX

Machine learning and pattern recognition:

Regression, Maximum likelihood, Principal Component Analysis, Neural networks, Clustering, Mixture Models, Classification and Regression Trees, Boosting, Hidden Markov Models, Radial Basis Functions

Numerical optimization:

(Un)constrained gradient and evolutionary based methods, Expectation-Maximization, Monte-Carlo, Pre-conditioning using wavelets

Trading:

High-frequency algorithmic equity/derivatives, proprietary and agency

 

 

·   9 years industry experience in C++ software development; strong quantitative skills

·   Highly motivated and independent; solid team member

·   Responsible for design, development and delivery of several projects

·   Excellent bilingual oral and written communication

 

 

Work Experience


Trader – Options & International Equity, Hillsdale Investment Management, Toronto (Nov. ’08 – present)

 

Trading (Intra-day, algorithmic)

·          US options trading of proprietary volatility strategy across multiple accounts

·          International Equity trading (UK and Eurozone): VWAP

·          Backup trader for CDN and US equity: VWAP, POV, Dark pools

 

Development (Python, VBA, SQL)

·          Simulator for backtesting multiple and single stock strategies

·          Integration of EMS into firm’s proprietary OMS

·          Options and equity slippage analysis system

·          Automation of end-of-day process and reporting

 

Modeling (Python, MATLAB)

·          Portfolio optimization for basket statistical-arbitrage and trend following

 

 

Quantitative Developer & Trader– Equity Derivatives, Desjardins Securities, Toronto (Jan. ’06 – Nov. ’08)

 

Trading (Intra-day, algorithmic, high frequency)

·          Pairs: Inter-listed, Stat-arb

·          Mutiple-instrument: Basket-arb

·          Single instrument: VWAP, TWAP, POV

 

Development (C++, STL, GSL, Java, PHP, SQL, Flextrade API, Reuters BridgeFeed API, Bloomberg API, VBA,

Python)

·          Extensive experience with Flextrade plugins, analytics and bbox development

·          Design and development of a statistical analysis platform that analyzes sub-industries in Canada and the US in order to find correlations among pairs and baskets

·          Design and development of the firm’s proprietary smart router and DMA gateway

 

Modeling (MATLAB, C++, STL, GSL, Python)

·          Regression, correlation, co-integration (ARMA) analysis

·          Portfolio optimization for Sharpe-ratio targeting

 

Research Assistant - Dynamic Graphics Project, University of Toronto (Sept. ‘05 – Dec. ‘05)

Shape from video (MATLAB, C++, STL, OpenCV, FLTK, OpenGL)

·          Extension of my Master's research to support dense, deformable geometry recovery from video

·          Makes use of probabilistic modeling, machine learning, computer vision, multivariate numerical optimization and wavelet analysis techniques

 

Research Engineer - MASA Group, Paris, France (July ‘01 – Aug. ‘03)

Machine Learning Toolkit (UML, C++, STL, Qt)

·          Design and development of an in-house research toolkit for creating and analyzing multivariate models for novelty detection and other statistical learning methods

 

Multi-Agent Electricity-Market Simulation (UML, C++, STL, Qt, VBA)

·          Design and development of a French electricity-market simulation

 

Alife Management Training Simulation (UML, C++, STL, Qt, MS Access)

·          Development of a multi-user hands-on management training system using autonomous human-like agents in a dynamic 3D office environment

 

 

Research Engineer - LogicaCMG, Paris, France (Mar. ‘99 – Jun. ‘01)

·          Data-mining engine development (UML, C++, STL, MFC, COM)

 

 

C++ Software Developer - Centre for Intelligent Machines, McGill University (Jun. ‘98 - Feb. ‘99)

·          Signal Processing & Neural-Network development (C++, STL, MFC)

 

 

C++ Software Developer - Corporate Software and Technologies (now Oracle), Montreal (May ‘96 – Aug. ‘97)

·          GUI development (C++, MFC, Powerplant)

 

Additional Information

 

International Conference Publication

 

A. Lakdawalla and A. Hertzmann. Shape from Video: Dense Shape, Texture, Motion and Lighting from Monocular Image Streams, IEEE Workshop on Photometric Analysis for Computer Vision, in conjunction with ICCV ’07, Rio de Janeiro, Brazil.

2007

 

 

Other diplomas

 

Secondary IV Diploma in Music Theory - McGill Conservatory of Music

1993

Effective Communications Diploma - Trinity College, London

1993