Pan Liu

Investment Associate, Quantitative Strategies And Research, Capital Markets at Ontario Teachers'​ Pension Plan

Pan Liu is an Investment Analyst specializing in Quantitative Strategies and Research within Capital Markets at Ontario Teachers' Pension Plan since January 2023. Responsibilities include building systematic trading strategies utilizing alpha signals derived from unstructured textual data through natural language processing and machine learning techniques. Prior experience includes a role as a Researcher at TMX Group, focusing on the application of NLP and machine learning to address insider trading and fraud in the Canadian derivatives market from June 2020 to June 2022. Additionally, Pan Liu was a PhD student in Fin-ML, a program dedicated to Machine Learning in Quantitative Finance and Business Analytics from January 2020 to June 2022. Educational qualifications include a PhD in Statistics and Machine Learning from HEC Montréal, and a Master's and Bachelor's degree in Electronics Science and Engineering and Information and Computational Science, respectively, from Beihang University.

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