Harry He.

Portfolio analytics and AI engineer within Total Portfolio Management — building intelligent research tools, LLM-powered agents, and quantitative frameworks that support asset allocation and investment decision-making across ~$130Bn AUM.

• AI Agent Development: Building LLM-powered research agents and multi-modal RAG systems that synthesize corporate filings, market data, and alternative datasets to surface actionable portfolio insights.
• Portfolio Analytics: Developing quantitative frameworks for factor attribution, regime detection, and portfolio tilt optimization within the Total Portfolio Management group.
• Explainable Alpha: Designing explainable AI scorecard systems for fundamental analysis — scanning stock universes to identify high-moat companies with sustainable growth characteristics.
• Data Infrastructure: Architecting production Python pipelines integrating enterprise-level data sources to power cross-asset portfolio analytics and reporting.

Front desk quant engineer building end-to-end Python frameworks serving the Resource Management Group, Central Funding, and SRT desks — delivering optimization strategies, pricing models, and real-time analytics that directly impact trading desk P&L and funding decisions.

• Balance Sheet Optimization: Built unified OOP framework for B/S optimization; developed CI/CD pipelines, validation tools, and web-based agent workflows consolidating legacy codebases across desks.
• Funding & Liquidity: Designed predictive NCF models for Bond Trading desks securing ~$3Bn in funding; built profitability calculator for LCR, NSFR and NCF enabling instant analysis on covered bond swap projects.
• Pricing & Risk: Designed Structured Notes shelf valuation and allocation workflow with SRT/GE Note desks; enhanced FX delta model for equity index/ETF swaps.
• Real-Time Analytics: Built dashboards providing traders with live liquidity exposure and P&L visibility; designed standardized reporting infrastructure for structured notes monitoring across desks.
• Data Architecture: Solely designed production data infrastructure from scratch — ETL pipelines integrating 8 enterprise-level sources, standardized data modeling layer enabling cross-desk analytics.

Advanced financial risk ML model projects for clients across Canada, combining technical rigor with strong client relationship management across demanding timelines.

• Risk Modeling: Delivered end-to-end financial risk modeling projects including business analysis, model development & validation for institutional clients.
• Client Advisory: Facilitated alignment between local business teams and risk teams, managing communication and delivery on complex, deadline-driven engagements.

Data infrastructure initiatives for Capital Markets client data platform — architecting the Snowflake-based foundations for enterprise-wide client analytics.

• Data Warehouse: Architected client data storage using Snowflake; designed dimensional models and ETL pipelines into a unified analytics layer.
• Governance: Implemented data quality monitoring, lineage tracking, and documentation standards ensuring security and compliance across workflows.

• Lead outreach to connect with high-profile industry leaders and grow the professional network.
• Manage volunteer team to coordinate event logistics and professional speaker programs.