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Steven Asprey

Managing Director, Quant Strategies Group at OMERS Capital Markets

Steven Asprey has a diverse work experience spanning multiple industries. Steven started their career as a Process Engineer at Queen's University in 1992. Steven later joined Imperial College as a Lecturer specializing in Process Systems Engineering, where they conducted research and managed various projects. In 2002, they became a Quantitative Investment Analyst at Orbis Investment Advisory Ltd, focusing on Statistical Arbitrage. Steven then worked at Citigroup as a VP Algorithmic Trader before joining RSS Capital Ltd as an Executive Director and Portfolio Manager. At RSS Capital, they managed quantitative trading strategies using statistical arbitrage and proprietary quantitative techniques. In 2009, Steven became a Partner and Portfolio Manager at Javelin Capital LLP, where they facilitated the running of various investment strategies. Steven also worked at Orbis Investment Advisory Ltd again as a Trader and Systems Developer before joining OMERS Capital Markets. At OMERS, they held positions such as Director of Portfolio Analytics and Managing Director of the Quant Strategies Group. Steven's expertise lies in quantitative research, strategy development, risk management, and portfolio surveillance.

Steven Asprey's education history is as follows:

From 1988 to 1992, Steven earned a Bachelor of Science (Honors) degree in Engineering Chemistry from Queen's University.

From 1994 to 1997, they pursued a PhD in Chemical Engineering, also at Queen's University.

Following that, Steven completed a post-doctorate at the Tokyo Institute of Technology from 1998 to 1999, focusing on Process Systems Engineering.

Lastly, they undertook another post-doctorate at Imperial College London in 1999-2000, specializing in Process Systems Engineering.

Links

Previous companies

Citigroup logo
Orbis logo
Imperial College London logo

Timeline

  • Managing Director, Quant Strategies Group

    October, 2019 - present

  • Director Portfolio Analytics

    October, 2016

  • Principal Quantitative Investments

    July, 2014