Aubrey
Tsambatare
Quantitative Analyst & Financial Engineer
Motivated by complex challenges in quantitative finance, I focus on developing research-driven solutions in asset allocation, signal design, and portfolio analytics. I combine my technical background in Python and data systems with strong financial intuition to build tools that are both practical and robust. Curious, adaptable, and feedback-driven, I enjoy collaborating on impactful projects that bridge theory and application.
Featured Work
Mean-Reverting Pairs Trading Model
Supervised by Luis Seco, University of Toronto Pairs trading strategy on Coca-Cola and Pepsi, targeting 5% short-term returns.
Dynamic Hedging Strategy Analysis
Supervised by Luis Seco, University of Toronto Simulated Delta and Delta-Gamma hedging to compare risk and return stability.
Quant Signal Research Engine
Guidance by Taha Jaffer, University of Toronto Built a Python platform to backtest trading signals and analyze portfolio performance.
About Me
I was born and raised in Zimbabwe, and by the age of 25, I had lived in three countries each shaping how I think, learn, and adapt. Growing up in an underdeveloped country with limited access to financial education or exposure to quantitative finance, I relied on curiosity, discipline, and persistence to navigate my path. That journey took me from local classrooms to building software in China, and eventually to Canada, where I discovered my passion for markets, modeling, and data-driven decision making.
My early background in software engineering equipped me with the technical foundation to solve real-world problems first through programming, then through quantitative analysis. But it was the complexity of financial markets, and the challenge of extracting insight from data, that truly captivated me. That curiosity led me to pursue a Master of Mathematical Finance at the University of Toronto, where I've been focused on asset allocation, derivatives modeling, and portfolio analytics.
Having had to overcome barriers of access and visibility in this field, I bring a unique sense of drive and gratitude to every opportunity. I'm deeply motivated to keep building tools and strategies that bridge theory and application and to do so with clarity, creativity, and humility. Outside of finance, I recharge through hiking, snowboarding, Rugby and learning from people with radically different perspectives.