Ethan is a Research Analyst at QIC covering the renewable energy, industrials & materials, and financial sectors. He conducts industry research, monitors publicly listed companies within his coverage, and supports clients and internal teams in developing strategic insights and recommendations. Ethan also assists clients in preparing earnings conferences and investor presentations while providing investor relations (IR) advisory and financial analysis services. With a background in Financial Engineering and Machine Learning, Ethan specializes in leveraging quantitative models and data-driven analysis to evaluate industry trends, identify key growth drivers, and monitor evolving market dynamics. His research helps clients make informed long-term strategic and business decisions.

Prior to joining QIC, Ethan was an Equity Research Intern at Polymer Capital Management, where he focused on fundamental research covering Asian equities and ETFs. He produced investment research reports, participated in corporate investor meetings, and supported portfolio decision-making. He also built financial models to evaluate company valuations, growth potential, and risk-return profiles, while monitoring market and industry trends to identify attractive investment opportunities. Ethan also previously served as a Credit Risk Analyst at TD Bank, where he assessed mergers and acquisitions and other strategic projects from a credit risk perspective. He provided analytical insights and regulatory compliance recommendations related to credit card strategy, while reviewing internal policies and business strategies to ensure alignment with both commercial objectives and risk management standards.

Ethan holds a Master's degree in Financial Engineering and Machine Learning from the University of Toronto, where he also completed a Bachelor's degree with a double major in Economics and Statistics. Outside of work, Ethan is a die-hard Kobe Bryant fan and loyal supporter of the Los Angeles Lakers. He enjoys playing basketball and golf in his free time.