Rotman MBA candidate with mechanical engineering discipline, Imperial Oil market experience, and a research profile rooted in energy, equities, cross-asset strategy, and execution-aware analytics.
Selected coverage demonstrates valuation discipline, capital allocation analysis, and thesis development across energy, software, and healthcare.
CNQ · Energy & Commodities
Research on commodity cycle dynamics, capital intensity, and valuation sensitivity to oil and LNG price regimes.
Thesis: CNQ’s cash flow and return profile are driven by upstream production economics, project execution, and the balance between inflation and realized commodity prices.
CSU · Software Compounders
Institutional thesis on subscription economics, acquisition strategy, and margin expansion in a software compounder.
Coverage emphasizes customer retention, organic growth levers, and the trade-off between M&A-driven scale and margin leverage.
ISRG · Medtech & Procedural Growth
A research note on procedural demand, installed base growth, and the pathway to sustained EBIT expansion.
Focus on revenue per procedure, durable device adoption, and the structural premium earned by recurring clinical systems.
Featured work positions macro transmission, liquidity risk, and market structure as the foundation for cross-asset decision-making.
Cross-Asset Macro Strategy
A strategy note aligning macro regime signals with risk positioning and relative value across major asset classes.
Execution & Liquidity Strategy
Research on how liquidity, volatility, and market structure inform execution timing and risk management.
Market Structure Framework
A framework that links liquidity, protocol design, and execution costs to institutional trading decisions.
Research and execution support built around disciplined models, repeatable workflows, and decision-ready market intelligence.
DCF, relative value, and scenario analysis for equity and commodity-exposed issuers, with a focus on cash flow sensitivity and margin durability.
Market signal systems designed to track liquidity, volatility, positioning, and macro regime shifts across asset classes.
Decision support that blends execution costs, market structure, and trading liquidity with cross-asset strategy.
Structured analysis, note delivery, and portfolio-ready decks built for investment committees and strategy desks.
Clear, concise research framing that preserves analytical rigor while making point-of-view recommendations accessible to institutional decision makers.