Networking Writer Draft Review

Name Firm Group / Desk Seniority Email LinkedIn URL Channel LinkedIn DM Email Text Call In-person Other Relevance FO - GM FO - IB FO - Buy-side FO - Other MO - CM MO - Other BO Other Degree How you know First email subject First email Hi Allison, I am reaching out because your work in institutional FX at CIBC sits directly where macro views, positioning, and client flow become desk decisions. I am a Waterloo/Laurier Math and Finance student. I recently completed Citadel's FI & Macro challenge, where I built macro/rates models and translated central-bank scenarios into relative-value trade views, and I am VP of Trading at Laurier Trading Group, where I work on cross-asset ideas and execution/P&L workflows. I would be interested in how FX teams distinguish a useful macro view from one that is already reflected in positioning or client flow. If you have 10-15 minutes, I would appreciate your perspective. Best, Harman Follow-up email subject Follow-up email Hi Allison, I wanted to follow up on my note about institutional FX decision-making. I am still interested in how teams weigh macro views against positioning and client flow when deciding what is useful for the desk. If you have 10-15 minutes, I would appreciate your perspective; no pressure if timing is difficult. Best, Harman LinkedIn connection message conditional Hi Allison - I am a Waterloo/Laurier Math and Finance student researching how institutional FX teams translate macro views, positioning, and client flow into desk decisions. I would be glad to connect. LinkedIn follow-up DM conditional Thanks for connecting, Allison. I would still value your perspective on how institutional FX teams separate a useful macro view from one already reflected in positioning or client flow. Regeneration note

Name Firm Group / Desk Seniority Email LinkedIn URL Channel LinkedIn DM Email Text Call In-person Other Relevance FO - GM FO - IB FO - Buy-side FO - Other MO - CM MO - Other BO Other Degree How you know First email subject First email Hi Aaran, I am reaching out because your BMO rotations across structured rates and FX options give you a useful view of how macro information becomes desk-level risk and trade discussion. I am a Waterloo/Laurier Math and Finance student. I recently completed Citadel's FI & Macro challenge, where I built macro/rates models and relative-value trade views, and I am VP of Trading at Laurier Trading Group, where I work on cross-asset ideas and execution/P&L workflows. I would be interested in how rates teams balance the macro narrative with curve structure, liquidity, and client flow when deciding which views are actually actionable. If you have 10-15 minutes, I would appreciate your perspective. Best, Harman Follow-up email subject Follow-up email Hi Aaran, I wanted to follow up on my note about rates desk decision-making. I am still interested in how teams weigh macro conviction against curve structure, liquidity, and client flow before a view becomes actionable. If you have 10-15 minutes, I would appreciate your perspective; no pressure if timing is difficult. Best, Harman LinkedIn connection message conditional Hi Aaran - I am a Waterloo/Laurier Math and Finance student focused on rates and macro. Your structured-rates and FX-options rotations prompted a specific question about how views become actionable. I would be glad to connect. LinkedIn follow-up DM conditional Thanks for connecting, Aaran. I would value your perspective on how rates teams weigh macro conviction against curve structure, liquidity, and client flow before treating a view as actionable. Regeneration note

Name Firm Group / Desk Seniority Email LinkedIn URL Channel LinkedIn DM Email Text Call In-person Other Relevance FO - GM FO - IB FO - Buy-side FO - Other MO - CM MO - Other BO Other Degree How you know First email subject First email Hi Sophia, I am reaching out because your Waterloo background and work in equity derivatives at RBC connect directly to a question I have about how volatility research becomes useful on a desk. I am a Waterloo/Laurier Math and Finance student joining RBC this fall in an Investment Product Analytics / Data Analyst capacity. My quant work focuses on volatility forecasting, including HAR-RV extensions, regime features, VIX term-structure research, and large-scale one-minute market data. I would be interested in how an equity derivatives desk balances client demand, volatility signals, and hedging constraints when evaluating whether an idea is practically useful. If you have 10-15 minutes, I would appreciate your perspective. Best, Harman Follow-up email subject Follow-up email Hi Sophia, I wanted to follow up on my note about how volatility research is used on an equity derivatives desk. I remain interested in how teams weigh a signal against client demand and hedging constraints before it becomes decision-useful. If you have 10-15 minutes, I would appreciate your perspective; no pressure if timing is difficult. Best, Harman LinkedIn connection message conditional Hi Sophia - I am a Waterloo/Laurier Math and Finance student joining RBC this fall. Your Waterloo background and equity-derivatives role prompted a specific question about how volatility research becomes desk-useful. I would be glad to connect. LinkedIn follow-up DM conditional Thanks for connecting, Sophia. I would value your perspective on how equity derivatives teams weigh volatility research against client demand and hedging constraints before an idea becomes desk-useful. Regeneration note

Name Firm Group / Desk Seniority Email LinkedIn URL Channel LinkedIn DM Email Text Call In-person Other Relevance FO - GM FO - IB FO - Buy-side FO - Other MO - CM MO - Other BO Other Degree How you know First email subject First email Hi Desmond, I am reaching out because your Waterloo background and portfolio-management role at IMCO align with a question I have about how research is translated into portfolio construction decisions. I am a Waterloo/Laurier Math and Finance student. I am doing quant finance research under Prof. Phelim Boyle on hedge-fund alpha quality, beta exposure, regime effects, and return-smoothing risk; my other quant work covers volatility forecasting and large-scale one-minute market data. I would be interested in how an institutional portfolio team separates a strong research result from one that is genuinely useful for sizing, construction, and ongoing monitoring. If you have 10-15 minutes, I would appreciate your perspective. Best, Harman Follow-up email subject Follow-up email Hi Desmond, I wanted to follow up on my note about translating research into portfolio construction. I remain interested in how teams distinguish a compelling result from one robust enough to affect sizing, constraints, and monitoring. If you have 10-15 minutes, I would appreciate your perspective; no pressure if timing is difficult. Best, Harman LinkedIn connection message conditional Hi Desmond - I am a Waterloo/Laurier Math and Finance student doing research on alpha quality and regime effects. Your Waterloo background and IMCO role prompted a specific portfolio-construction question. I would be glad to connect. LinkedIn follow-up DM conditional Thanks for connecting, Desmond. I would value your perspective on how portfolio teams decide whether a research result is robust enough to influence sizing, constraints, and ongoing monitoring. Regeneration note