Ville : Montreal, Quebec

Catégorie : Economics

Industrie : Financial Services

Employeur : PSP Investments

ABOUT US

We’re one of Canada’s largest pension investment managers, with CAD$264.9 billion of net assets as of March 31, 2024.

We invest funds for the pension plans of the federal public service, the Canadian Forces, the Royal Canadian Mounted Police and the Reserve Force. Headquartered in Ottawa, PSP Investments has its principal business office in Montréal and offices in New York, London and Hong Kong. 

Capturing and leading complex global investments requires us to work as one to seize valuable opportunities, in close collaboration with some of the world’s top companies. At PSP, you’ll join a team of motivated and engaged professionals, dedicated to propelling our organization further than ever before.

EXPERIENCE THE EDGE

At PSP, we encourage our employees to grow, forge powerful relationships, contribute and fuel inspired investment launchpads. We are committed to a culture that fosters collaboration and allows us to think beyond, in an interconnected way. We advocate for our employees to speak-up, learn, experiment, share, and be part of an inclusive work environment where diversity is embraced.

ABOUT THE TEAM

We are seeking an Analyst, Dynamic Asset Allocation and Currency Management with an information technology profile, along with recognized skills in financial modelling and quantitative research in the DAACM team, to partner with key stakeholders and peers to support and engage with our powerful networks of people opportunities and investments.

The DAACM team operates on several high-profile initiatives for the organization. It’s part of the Total Fund Strategic Investments team and focuses on the following strategic initiatives: Dynamic Currency Management, Dynamic Asset Allocation, Currency Rebalancing, Mechanical Rebalancing, and other content purposed for the TFMC.

ABOUT YOUR ROLE

As an Analyst, Dynamic Asset Allocation and Currency Management, you’ll: 

• Support the DAACM mandate by providing investment analysis and financial modeling to support the team decision-making process

• Contribute to designing and implementing portfolio investment models which leverage our Economic scenarios

• Develop quantitative investment tools, backtests, and analysis to support the DAACM activities

• Ensure the robustness and the integrity of the quantitative library (in Python)

• Contribute to developing DAACM recommendations to the VP DAACM and CIO Group when required

• Contribute to preparing documentation and other internal presentations. Ensure DAACM documentation is up to date

• Communicate and presents research or analysis outcomes to the team

WHAT YOU’LL NEED

• Education level, degree(s): Master Degree in Financial Engineering or equivalent

• Up to three (3) years of relevant experience in the role

• Advanced mathematical skills and Strong comprehension of models in finance

• Advanced programming skills in Python (with objet oriented programming) - required

• Ability to query and manipulate large datasets (Microsoft SQL Server)

• Advanced knowledge of financial risk measures (volatility, VaR, CVaR, …)

• Excel, MS Office

• Experience with business intelligence systems (preferably Power BI) would be appreciated

• Attention to details and rigorous approach

• Demonstrated initiative and curiosity to look beyond surface facts and conduct comprehensive, fact-base, added-value research

• Bilingualism English and French (frequent interactions in English with PSP employees based in our offices in Hong Kong, London and New York, and interactions in French with employees in our local offices in Montreal and Ottawa)

We offer a tailored employee experience and competitive total rewards and benefits package* designed to attract and retain global diverse talent, reward performance, and reinforce business strategies and priorities. Beyond salary and incentive pay eligibility, you have access to:

• Investment in career development

• Comprehensive group insurance plans

• Competitive pension plans

• Unlimited access to virtual healthcare services and wellness programs

• Gender-inclusive paid family leave policy: up to 26 weeks for primary caregivers, 5 weeks for secondary caregivers

• Vacation days available on day one with additional days on milestone service anniversaries, and summer Friday afternoons off

• A hybrid work model with a mix of in-office and remote days

*Benefits package may vary based on your employee type.

At PSP, we aim to provide an inclusive workplace where we leverage diversity and where everyone feels valued, safe, respected and empowered to grow. As part of this leadership commitment, we strongly encourage applications from all qualified applicants and strive to offer an inclusive and accessible candidate experience. If you require any accommodation for any part of the recruitment process, please let us know.

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