ALY SOMANI

Last Updated: November 15th, 2022

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SKILLS

Research: data analysis, empirical microeconomics, causal inference, quasi-experimental research designs, regression discontinuity, difference-in-difference, instrumental variables, matching

Programming: STATA, Python, R, SQL

Languages: English (native), Urdu (mother tongue)


EDUCATION AND CERTIFICATIONS

PhD in Economics, University of Toronto Expected 2023

MA in Economics, University of Toronto 2017

BMath in Mathematical Economics, University of Waterloo 2012

Chartered Financial Analyst2016 - 2018


WORK EXPERIENCE

Research Analyst, Sprott Asset Management2012 - 2017

  • Part of the fixed income team managing C$250m in assets
  • Developed analytics with Python and SQL to identify investment opportunities. Major projects:
    • A momentum-based dynamic asset allocation strategy
    • Development of proprietary market risk and momentum indicators
    • Time-series forecasting models and quantitative trading strategies for foreign exchange rates
  • Wrote monthly commentaries to update clients on the fund's performance and strategy changes
  • Recruited and supervised interns


ACADEMIC WORK EXPERIENCE

Teaching Assistant, University of Toronto 2017 - 2023
ECO 220, Introduction to Data Analytics and Applied Econometrics

Instructor, University of Toronto Summer 2020
ECO 220, Introduction to Data Analytics and Applied Econometrics

Research Assistant, Gustavo Bobonis 2018 - 2020
Tasks: event study, bootstrap standard errors, and data visualization in STATA

Research Assistant, Natalie Bau 2017 - 2018
Tasks: Tasks: data clean-up, data setup, and production function estimation in STATA


AWARDS AND GRANTS

SSHRC Canada Graduate Scholarships (CGS) Doctoral Scholarship ($105,000) 2020 - 2023
UofT Faculty of Arts and Sciences Fellowship ($50,000) 2016 - 2023
UofT Department of Economics PhD Research Grant ($10,000) 2021
Canadian Research Data Centres Network (CRDCN) Emerging Scholars Grant ($1,000)2021
Ontario Graduate Scholarship ($10,000, $15,000)2016, 2019


Citizenship: Canadian, Pakistani