Summary
David Veitch is a statistics-focused quantitative researcher and PhD candidate (University of Toronto) with a decade of professional experience spanning academic instruction, systematic trading research, and rates trading at major financial institutions. He has taught advanced courses like Time Series Analysis and Statistical Methods for Machine Learning while consulting on applied problems, and built quantitative trading strategies during an internship at Stevens Capital. His background in Canadian government bond markets and repo desks at Bank of America gives him practical market intuition that complements his rigorous statistical training. Based in Toronto, he blends deep theoretical knowledge with hands-on implementation, making him effective at translating complex statistical models into deployable trading and analytical solutions. An understated strength is his sustained commitment to teaching and consulting alongside research, which sharpens his ability to communicate technical ideas to diverse audiences.
10 years of coding experience
3 years of employment as a software developer
Computer Programming, Computer Programming at Coursera
High School, High School at Etobicoke Collegiate Institute
Doctor of Philosophy - PhD, Statistical Sciences, Doctor of Philosophy - PhD, Statistical Sciences at University of Toronto
Finance, Finance at Hong Kong University of Science and Technology - School of Business and Management
Bachelor of Commerce, Bachelor of Commerce at Queen's University
English