Amer Shreim, PhD
About Amer Shreim, PhD
Amer Shreim, PhD, is the Quantitative Research Director at CIBC, with extensive experience in portfolio management and quantitative strategies.
Current Position at CIBC
Amer Shreim currently holds the position of Quantitative Research Director at CIBC in Toronto, Ontario, Canada. He has been with the company since 2017. In this role, he is actively involved in developing a portfolio construction framework that is utilized across both equity and fixed income teams. The framework aims to enhance the investment process and improve overall portfolio construction.
Previous Role at BlackRock
Before joining CIBC, Amer Shreim worked at BlackRock as the Director of the Risk and Quantitative Analysis (RQA) Alternatives team. His tenure at BlackRock lasted from 2016 to 2017, during which he was based in New York, New York, United States. In this capacity, he contributed to the development and back-testing of quantitative strategies that offered attractive risk/return profiles.
Education Background in Physics
Amer Shreim has an extensive academic background in physics. He earned his Doctor of Philosophy in Physics from the University of Calgary, where he studied from 2005 to 2009. Prior to that, he obtained both a Master of Science and a Bachelor of Science in Physics from the American University of Beirut, completing his Master's from 2001 to 2004 and his Bachelor's from 1998 to 2001.
Experience at CPP Investment Board
From 2014 to 2016, Amer Shreim worked at the CPP Investment Board in Toronto, Ontario, Canada, as a Senior Associate in External Portfolio Management. During his tenure, he accumulated significant experience in portfolio management and investment strategies.
Development of Investment Systems
Throughout his career, Amer Shreim has been instrumental in building web-based systems designed to implement portfolio construction frameworks. These systems have played a crucial role in enhancing the investment process, providing practical tools for both equity and fixed income teams.