Global Quantitative Equity Team

Daily analysis, capacity management and strong implementation.

Strategies under management

Mackenzie Emerging Markets Low Volatility
Mackenzie International Small Cap
Mackenzie International Large Cap

Mackenzie US Large Cap
Mackenzie US Small Cap

Philosophy and process

We believe in a core style of investing that employs fundamental ideas in a disciplined, risk-aware manner in seeking to generate alpha.

Furthermore, a nimble approach made possible by our strict capacity focus and implementation of a proprietary predictive transaction cost model drives potential alpha.

Portfolio Managers

Arup Datta, MBA,CFA

Senior Vice President, Head of Team
Mackenzie Global Quantitative Equity Team

Investment experience since 1992

Arup has been a professional quantitative investor for more than three decades, managing portfolios across virtually every capitalization and region of the world.

Between 1992 and 2012 he was a Quantitative Analyst, Portfolio Manager, Director of US and Director of Portfolio Management with Man Numeric. In 2012, he founded Agriya Investors, which later became the global/international arm of AJO. He joined Mackenzie in September 2017 to head the Global Quantitative Equity Team.

Arup has a Bachelor of Technology degree from the Indian Institute of Technology in Kanpur, India, and earned an MBA with distinction from the Johnson School of Management at Cornell University. He is a CFA charterholder.

Nicholas Tham, MA,CFA

Vice President, Portfolio Manager
Mackenzie Global Quantitative Equity Team

Investment experience since 2010

Nicholas started his career as a Quantitative Analyst and Trader at Weiss Asset Management, a Boston-based hedge fund. In 2012, he joined Arup as a Portfolio Manager at Agriya Investors, where he played a key role in launching and managing capacity-constrained equity strategies in emerging and developed markets. He continued working with Arup when the firm merged with AJO. Nicholas joined Mackenzie in September 2017 as part of the Global Quantitative Equity Team.

He earned his MA in Statistics from Harvard University and has BSc degrees in Mathematics and Physics from the Massachusetts Institute of Technology, where he ranked in International Physics and Mathematics Olympiads. He is a CFA charter holder.

Denis Suvorov, MBA,MS,CFA

Vice President, Portfolio Manager
Mackenzie Global Quantitative Equity Team

Investment experience since 2001

Denis spent two years at Teza Technologies, where he co-led the launch and management of their medium- term market-neutral equity strategy. He previously worked at Man Numeric as a Portfolio Manager and Quantitative Analyst, and at Goldman Sachs Asset Management as a Senior Portfolio Manager. He joined Mackenzie Investments in August 2018 as part of the Global Quantitative Equity Team.

Denis graduated from Utah State University as valedictorian of the College of Business with a BS in Economics. He earned an MBA with distinction and an MS in Applied Economics from the University of Rochester. He is a CFA charterholder.

Haijie Chen, PhD, CFA

Vice President, Portfolio Manager
Mackenzie Global Quantitative Equity Team

Investment experience since 2011

Haijie is another member of the team who previously worked at AJO, a Philadelphia-based institutional quantitative equity firm, as a Portfolio Manager. He also previously worked as a researcher at State Street Associates. He joined Mackenzie in April 2018 as part of the Global Quantitative Equity Team.

Haijie earned a BS in Automotive Engineering from Tsinghua University. In 2011, he graduated from Massachusetts Institute of Technology with a PhD in Mechanical Engineering. He is a CFA charterholder.

Insights

Arup Datta discusses the team's approach in emerging markets

Using quant to uncover opportunities