Investment Associate, Capital Markets – Quantitative Strategies & Research
City : Toronto, Canada
Category : Investments
Industry : Financial Services
Employer : Ontario Teachers’ Pension Plan - OTPP
Great opportunity to join our dynamic QSR team! As our new Associate, you will be tasked with improving various aspects of our fully automated trading system for our systematic investment strategies, from data ingestion, portfolio construction, to trading. Our system is built to handle large volume of orders (handling several hundred million dollars every day). The Associate will learn how such systems are implemented in an institutional-grade environment.
Who you'll work with
You will be working with our fully systematic cross-asset quantitative investment team (Quantitative Strategies and Research), which focus on managed futures and equity factor strategies. This team manages quantitative market neutral portfolios using stocks, futures (bonds, commodities) currencies, seeking uncorrelated returns (“alpha”). The Associate will work with QSR researchers in an open, collaborative, agile environment. The role will report to a senior member of Capital Markets Investment Analytics (CMIA), and mentored by senior engineers, researchers, and portfolio managers from the QSR team. We have a very entrepreneurial, tightly-knit, and result-driven culture.
What you'll do
- Improve and work on our extensive internal proprietary investment strategy codebase under the guidance of senior colleagues in Investments.
- Work on code that directly supports Investment functions including but not limited to: proprietary investment strategies, automated algorithmic trading, portfolio management, order management, system API integration, risk analysis, automated reporting, profit and loss analysis, performance attribution, database management, portfolio analytics, quantitative strategies research, regression tests, web-based reporting, real-time system monitoring.
- Investigate and attribute portfolio profit and loss to various strategies and factors
- Proactively look for areas of improvement and bring new ideas to the team
- Contribute to the ongoing development of the systematic trading platform for portfolio analysis and model execution
- Work with quantitative researchers to create, tune and maintain quantitative models
- Learn about quantitative investment strategies and associated development and technology requirements
- Work with IT partners to implement software engineering best practices including; code quality, robustness, readability, maintainability.
What you'll need
- Minimum 2 years of relevant experience (i.e. software engineering in finance)
- Demonstrated self-initiatives in the field (such as personal finance/software projects related to stock markets, automated trading, etc)
- Undergraduate or graduate degree in quantitative discipline such as Computer Engineering, Software Engineering or Computer Science.
- Master in finance or similar advanced degrees is an asset
- CFA charter or candidacy is an asset
- Very strong programming skills. Preferred knowledge in Python, MATLAB, and SQL.
- Highly skilled in modern software engineering techniques, including design patterns, object-oriented programming, database, version control systems.
- Experience in supporting and debugging trading systems and performance analysis systems
- Experience working with financial data providers such as Bloomberg, Refinitiv, S&P
- Experience in managing full lifecycle of a project, from requirement gathering to production deployment and support.
- Self-starter with adept problem-solving skills.
- A passion for software engineering and improving systems / processes.
- Passion for the financial markets, quantitative finance, and / or systematic trading
What we’re offering
Pay-for-performance environment that offers competitive salary and incentive
Numerous opportunities for professional growth and development
Comprehensive employer paid benefits coverage
Retirement income through a defined benefit pension plan
The opportunity to invest back into the fund through our Deferred Incentive Program
A flexible/hybrid work environment combining in office collaboration and remote working
Competitive time off
Our Flexible Travel Program gives you the option to work abroad in another region/country for up to a month each year
Employee discount programs including Edvantage and Perkopolis
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At Ontario Teachers', diversity is one of our core strengths. We take pride in ensuring that the people we hire and the culture we create, reflect and embrace diversity of thought, background and experience. Through our Diversity, Equity and Inclusion strategy and our Employee Resource Groups (ERGs), we celebrate diversity and foster inclusion through events for colleagues to connect for professional development, networking & mentoring. We are building an inclusive and equitable workplace where our talent is respected, accepted and empowered to be themselves. To learn more about our commitment to Diversity, Equity and Inclusion, check out Life at Teachers'.
How to apply
Are you ready to pursue new challenges and take your career to the next level? Apply today! You may be invited to complete a pre-recorded digital interview as part of your application.
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