In Market, I Seek Structure.
In Structure,
I Discover Clarity.
Chief Market Analyst — Billsas Securities Ltd Dubai / New York / Riyadh
As the Chief Market Analyst of Billsas Securities Ltd, Fahd Al-Hazmi brings over 25 years of institutional equity-market experience across the Middle East and the United States. His career spans senior roles in Saudi national banking, GCC capital-market strategy, and U.S. Wall Street equity research — covering energy, financials, telecom, and large-cap U.S. growth sectors.
Recognized for his deep command of market cycles, cross-regional capital flows, and long-term structural valuation models, he has advised on major listings, engineered multi-market equity portfolios, and guided institutional clients through periods of volatility with disciplined, data-driven insight.
At Billsas Securities, Fahd leads the firm’s global equity strategy framework, Middle East research architecture, and long-term value-growth allocation models — where macro structure meets quantitative clarity.
فلسفة القيادة
Fahd Al-Hazmi believes that markets are not random — they are structured systems shaped by cycles, flows, and incentives. Through disciplined equity-market research, valuation modeling, and cycle-based sector frameworks, he transforms market complexity into coherent, long-term strategic insight.
His philosophy balances value foundations with growth dynamics, supported by risk-adjusted portfolio architecture that remains adaptive across cycles. By integrating U.S. market structure, Middle Eastern macro factors, and global capital-flow behavior, he ensures that strategy remains both data-driven and timely.
“Markets reward discipline, not prediction. My job is to understand structure, identify persistence, and convert long-term clarity into compounding performance.”
Equity Cycle Research
Understanding valuation cycles, sector rotation, and long-term earnings structures across U.S. and Middle Eastern markets.
Quantitative Market Frameworks
Data-driven equity modeling, factor-based analytics, and risk-adjusted portfolio architecture.
Multi-Market Capital Flows
Integrating U.S. market structure with GCC liquidity behavior to identify persistent, cross-regional investment themes.
Institutional Research Standards
Compliance-aligned methodologies, disciplined research structure, and transparent, repeatable analysis frameworks.