FX Strategy Analyst (Associate)

OMERS Ventures; Toronto; On-site; CAD 120,000 - 150,000; Full time

Benefits offered by this job

Group benefits and retirement plans

Employee Resource Groups

Competitive compensation

Job summary

OMERS is seeking a quantitative investment professional to advance FX optimization models and cross-asset risk management within GMAS Overlay Management in Toronto. You will translate quantitative insights into portfolio recommendations and support governance and risk controls across multiple asset classes.

The role combines model-driven research with practical investment judgment, collaborating with portfolio managers, traders, risk, and operations to enhance risk-adjusted returns and capital

Qualifications

• 2-5 years of relevant experience in portfolio management, investment research, quantitative analysis, or a related capital markets role.
• Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, or a related quantitative discipline required.
• Strong quantitative and analytical skills, with demonstrated experience developing models, signals, dashboards, or data-driven investment insights.
• Strong proficiency in Python, SQL, R, MATLAB, or similar tools used in investment research, data analysis, and workflow automation.
• Working knowledge of FX markets, derivatives, and liquid public market instruments, including forwards, futures, swaps, and options.
• Solid understanding of portfolio risk concepts, including volatility, correlations, drawdowns, stress testing, tracking error, liquidity, and risk contribution.
• Ability to work with large datasets, validate outputs, document assumptions, and maintain high standards for data quality and process integrity.
• Intellectual curiosity and ability to connect market developments, quantitative research, and portfolio implications.
• Sound investment judgement, with ability to balance systematic model outputs, market context, implementation constraints, and risk considerations.
• Strong attention to detail and high standards for data accuracy, documentation, and process integrity.
• Ability to manage multiple workstreams in a fast-paced investment environment while taking ownership of deliverables and escalating key issues appropriately.
• Clear written and verbal communication skills, with the ability to explain analytical outputs effectively to both technical and non-technical stakeholders.
• Collaborative mindset and comfort working with portfolio managers, investment teams, traders, Risk, Operations, and Total Portfolio Management.

Responsibilities

• Develop, maintain, and enhance FX optimization models and analytical frameworks that support dynamic currency management, with the objective of improving total portfolio outcomes across return, risk, liquidity, and implementation efficiency.
• Conduct empirical research to support FX tactical asset allocation, including translating research findings into value-add systematic signals and actionable portfolio insights.
• Build and maintain scenario analysis and stress testing frameworks to assess portfolio behavior under adverse FX, macro, and market conditions.
• Support FX Tail Risk Hedging analysis, including option payoff analysis, premium budget assessment, stress-period backtesting, and cost-benefit evaluation.
• Apply investment judgment to complement model-driven insights when assessing exposure decisions, portfolio recommendations, and potential adjustments within approved governance and risk parameters.
• Design portfolio modelling and monitoring frameworks to evaluate exposures, signal outputs, performance drivers, and risk across FX strategies.
• Assist with ex-ante and ex-post trade evaluation, including risk, return, tracking error, liquidity, and implementation considerations.
• Prepare analysis, charts, dashboards, and materials to support portfolio manager discussions, investment reviews, and stakeholder updates.
• Document investment processes, models, assumptions, methodologies, and recurring workflows to improve transparency, governance, and auditability.

Skills

Python

SQL

R

MATLAB

FX markets

Portfolio risk

Data analysis

Communication

Education

Bachelor's degree in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science

Tools

Bloomberg

Aladdin

Power BI

GitHub

Azure

Job description

OMERS is seeking a quantitative investment professional to advance FX optimization models and cross-asset risk management within GMAS Overlay Management in Toronto. You will translate quantitative insights into portfolio recommendations and support governance and risk controls across multiple asset classes.

The role combines model-driven research with practical investment judgment, collaborating with portfolio managers, traders, risk, and operations to enhance risk-adjusted returns and capital