CV

Basics

Name Reza Arabpour
Label Faculty Affiliate Researcher
Email arabpour@mcmaster.ca
Url https://arabporr.com/
Summary MSc candidate in Computational Science & Engineering at McMaster University with expertise in geometric deep learning and computational finance. Faculty Affiliate Researcher at Vector Institute focusing on Parameter-Efficient Fine-Tuning and hypernetworks for stochastic processes.

Work

  • 2023.09 - Present
    Graduate Teaching Assistant
    McMaster University
    Teaching Assistant for graduate and undergraduate courses in Mathematics and DeGroote School of Business.
    • MFM 714: Topics in Risk Management
    • MFM 713: Computational Finance II
    • MFin 704: Numerical Methods in Finance
    • Math 1MP3: Introduction to Mathematical Scientific Computation
    • Supported 500+ students across two departments
  • 2023.07 - Present
    Faculty Affiliate Researcher
    Vector Institute for Artificial Intelligence
    Advancing cutting-edge research in geometric deep learning and foundation models. Developing innovative parameter-efficient fine-tuning methods for large language models, focusing on CPU-optimization and meta-learning approaches.
    • Published ICML 2025 Workshop paper (arXiv:2507.01806)
    • Volterra processes research under review at Analysis and Applications
    • Collaboration with McMaster University and Fields Institute
  • 2023.06 - Present
    Graduate Research Assistant
    McMaster University
    Conducting research on novel deep learning architectures, particularly hypernetworks for financial time series modeling. Optimizing foundation models through parameter-efficient fine-tuning techniques.
    • Thesis: Geometric Deep Learning (Hypernetworks) for Time-Series Data
    • Supervisor: Prof. Anastasis Kratsios
    • Maintained 3.9/4.0 GPA with full scholarship
    • Presented at Fields Institute Mathematical Finance Conference
  • 2021.09 - 2021.11
    Business Creation in Stock Market (Internship)
    Omid Group
    Completed comprehensive training on financial market structures at Tehran Stock Exchange. Participated in intensive workshops covering financial markets, global economy, and asset management.
    • 100+ hours of training at Tehran Stock Exchange
    • 2nd place among 30 participants in business creation competition
    • Focus on asset management industry dynamics
    • 3-month intensive program
  • 2021.02 - 2023.01
    Quantitative Researcher and Co-Founder
    Failed Startup
    Co-founded a quantitative trading startup focusing on statistical arbitrage strategies in FX and gold markets. Developed sophisticated trading systems using genetic algorithms and fuzzy logic frameworks.
    • Team of 5 professionals over 2 years
    • 24 specialized trading agents with proprietary algorithms
    • Advanced risk metrics: Drawdown, VaR, Sharpe ratio analysis
    • Multiple timeframe trading strategies
  • 2020.01 - 2023.01
    Teaching Assistant
    University of Tehran
    Teaching Assistant for computer science and mathematics courses across Mathematics, Statistics, and Physics departments.
    • Introduction to Data Structures and Algorithms
    • Introduction to Graph Theory
    • Advanced Programming using C++
    • Fundamentals of Programming in Python
    • 3-year teaching experience (2020-2023)
  • 2018.07 - 2018.09
    Back End Developer (Internship)
    Rahnema College
    Completed intensive internship developing 'Akaskhoone' project—an innovative image-based social media application combining Instagram and Pinterest features. Utilized Python and Django Framework for mobile application development.
    • Led user profile section development
    • Implemented comprehensive automated testing frameworks
    • 7-week intensive program
    • Mobile application development focus

Education

  • 2023.09 - 2025.09
    Master of Science
    McMaster University
    Computational Science and Engineering
    • Theoretical Foundations of Unsupervised Learning
    • Statistical Learning Theory
    • Scientific Computing and Matrix Computations
    • Scientific Programming with C++
  • 2018.09 - 2023.03
    Bachelor of Science
    University of Tehran
    Applied Mathematics
    • Linear Algebra
    • Advanced Linear Algebra
    • Probability Theory
    • Mathematical Analysis
    • Algorithm Design
    • Data Structures and Algorithms
    • Data Mining
    • Machine Learning
    • Artificial Intelligence
    • Optimization
    • Linear Programming
    • Differential Equations
    • Graph Theory
    • Game Theory

Awards

Publications

Skills

Programming Languages
Python (Expert)
C++ (Proficient)
SQL (Intermediate)
Bash/Shell Scripting
MATLAB (Intermediate)
R (Intermediate)
JavaScript (Basic)
Machine Learning & AI
TensorFlow
PyTorch
Scikit-learn
Transformers (Hugging Face)
Keras
XGBoost
Parameter-Efficient Fine-Tuning (PEFT)
LoRA
Hypernetworks
Geometric Deep Learning
Computer Vision
Natural Language Processing
Financial & Quantitative Analysis
Excel (Advanced)
Pandas (Advanced)
NumPy (Advanced)
Quantitative Finance
Risk Management
Algorithmic Trading
Statistical Arbitrage
Monte Carlo Simulations
Time Series Analysis
Volatility Modeling
Options Pricing
VaR (Value at Risk)
Portfolio Optimization
Financial Derivatives
Data Analysis
Statistical Modeling
Development & Infrastructure
Git/GitHub
Docker
Jupyter Notebooks
VS Code
Linux/Unix Systems
AWS
Google Cloud Platform
Parallel Computing
High-Performance Computing
Django
REST APIs
Microservices
CI/CD
Test Driven Development
Research Methodology
Academic Writing
Problem Solving

Languages

English
Professional
Persian
Native

Certificates

Algorithmic Trading with Python
IFC (Iran Financial Center) 2022-07
Marketing Management
Edge Digital Branding Institute 2021-09
Principles of Branding/Digital Branding
Edge Digital Branding Institute 2021-03
Deep Learning and Neural Networks
Shahid Beheshti University 2020-04
Internet of Things Summer School
IEEE University of Tehran Student Branch 2019-10

Volunteer

  • 2024.09 - 2025.01
    CSE Seminar Committee
    McMaster University
    Organized bi-weekly academic talk sessions during fall 2024 semester. Coordinated with guest speakers from various universities and research fields. Managed comprehensive event logistics including speaker arrangements, venue booking, and catering coordination.
  • 2021.03 - 2022.03
    Editorial Board Member
    University of Tehran
    Served on editorial team for university-level student publication 'Jong-e Riazi.' Successfully published the 12th edition with responsibility for the Applied Mathematics section. Jong-e Riazi is among the oldest publications in the Faculty of Mathematics, Statistics, and Computer Science.
  • 2019.12 - 2019.12
    Event Photographer
    University of Tehran
    Event photographer for Yalda Celebration in faculty of science. Yalda is Persian celebration for longest night of year with traditional instruments and Hafez poems.
  • 2019.11 - 2019.12
    Executive Assistant and Event Photographer
    University of Tehran - Music Center
    Planned and directed weekly sessions reviewing essential music theory concepts. Covered origin of music and instruments in 'Kannon-e Mosighi' (Music center). Located in faculty of science.
  • 2018.12 - 2018.12
    Sales Assistant
    Iranian Hemophilia Association
    Two-week fundraising campaign for hemophilia patients' families. Collected funds to help families stay in Tehran and pay medical expenses.
  • 2018.09 - 2020.03
    Coordinator of Volunteers
    Iranian Hemophilia Association
    Successfully recruited over 20 new members to volunteer activities. Coordinated comprehensive volunteer efforts for hemophilia support programs, facilitating critical community assistance initiatives.

Interests

Research
Geometric Deep Learning
Computational Finance
Parameter-Efficient Fine-Tuning
High-Performance Computing
Hobbies
Coffee
Hiking
Photography
Classical Music