Paul Kara
Head of Quantitative Research @Alphalayer
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WORK HISTORY
Head of Quantitative Research @Alphalayer
Asset management research for AlphaLayer, a new organization within AltaML, which builds custom front-office machine learning product solutions for the financial investment industry. Mentor and guide a team of PhD researchers working on developing ML alpha generation solutions for our clients in the investment industry.
EDUCATION
University of Toronto
Doctor of Philosophy (Ph.D.), Time series econometrics
University of Toronto
Master of Arts (M.A.), Economics
University of Guelph
Bachelor of Arts (B.A.), Economics
SKILLS
ABOUT PAUL KARA
A quantitative finance professional with experience in academia, global macro, fixed income, and long/short equities statistical arbitrage. PhD in a mathematical field. Previously worked for WorldQuant LLC managing of one of their independent stat arb portfolios. Other previous employment included the Canada Pension Plan Investment Board, Global Tactical Asset Allocation unit, doing global macro research. Currently working for AlphaLayer, a startup committed to building FinTech using Statistical Machine Learning.Previously worked on time series econometric academic research. Academic statistics research interests include modeling of financial time series dynamics as well as nonlinear machine learning models and their application to forecasting financial time series. Past research has involved macroeconomic series and financial volatility forecasting, including the use of stochastic volatility, as well as stochastic state-space filtering, mixed causal/noncausal autoregressions, MCMC, Bayesian Econometrics, among other modern statistical techniques.
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