Biography
Mohammad Shakourifar, PhD, Senior Vice President, joined the firm in 2017, following the acquisition of Breton Hill Capital Ltd (BHC). Mohammad is the Co-Head of Investment Research & Development, leading the design and implementation of investment algorithms that drive systematically traded portfolios. His work includes developing portfolio optimization engines, tax-aware portfolios, and factor-based strategies. Prior to joining BHC, Mohammad was a Quantitative Researcher at Sigma Analysis, specializing in alternative risk premia, factor analysis, and innovative fee structures for a large Canadian pension client. Mohammad's published work has appeared in peer-reviewed journals, including "Innovations in Derivatives Markets", "SIAM Journal on Scientific Computing", "Physics in Medicine and Biology" and "BIT Numerical Mathematics". Mohammad is the winner of the “John Butcher Prize in Numerical Analysis” awarded by the Australian Mathematical Society, and the “Best Student Paper Award” at the International Conference on Applied Mathematics, Modeling, and Computational Science, Waterloo, 2011. He holds a Ph.D. in Numerical Analysis and Scientific Computing from the Department of Computer Science at the University of Toronto, where he also held a postdoctoral fellowship.
Accolades referenced are issued by independent third-parties and information regarding specific criteria for accolades is available upon request and generally may be found on such third-party’s website.