Ryan joined the firm in 2022 as a Quantitative Developer with the primary responsibility of designing and implementing financial engineering solutions to meet the business needs of the Portfolio Management and Risk teams.   

Prior to joining RPIA, Ryan worked at Manulife in the ALM team and developed an asset pricing and risk valuation engine for fixed incomes and interest rate derivatives. Before that, Ryan worked at Deloitte where he delivered engagements around financial derivative modeling and capital market risk management domain.

Ryan holds a PhD in Electronics from the University of York in the UK. He is also a certified Financial Risk Manager (FRM). In his spare time, Ryan enjoys reading, traveling, and photography.