Quant Engineer
Leo is a Quantitative Engineer at RocketFin, working with the firm's North America team on quantitative, risk and technology delivery. He is a CFA charterholder with over 20 years of experience across capital markets, derivatives and regulatory frameworks including Basel, FRTB and IFRS 17.
Since joining RocketFin, Leo has been placed with IMCO in Canada as a Senior Business Consultant, leading model development and vetting on curve construction and instrument valuation, designing portfolios, benchmarks and stress scenarios in MSCI Risk Manager, and building Power BI tools to analyse beta contribution across factors, strategies and clients. He partners with portfolio managers as a technical advisor on workflow design, automation and analytics.
Leo is expert in Python, SQL, Java, C++ and C#, and is recognised for designing pricing models, risk systems and data-driven analytics that bridge trading, portfolio management and regulatory compliance. He is based in Canada.