Intern: Portfolio Engineering & Investment Analytics

Ontario Teachers’ Pension Plan; Toronto; On-site; CAD 41,000 - 50,000; Full time

Benefits offered by this job

Lunch and learns

Student led team events

Edvantage and Perkopolis discounts

Job summary

Ontario Teachers’ Pension Plan is offering an 8-month winter internship with the Capital Markets Investment Analytics (CMIA) team in Toronto. You will build and maintain software for a software-based trading portfolio and work closely with portfolio managers.

The role focuses on analytical software for back-testing, execution, and attribution, with exposure to equities, fixed income, currencies, and commodities. A strong programming foundation and curiosity about markets are essential.

Qualifications

• Enrolled in undergraduate or graduate program in quantitative discipline such as Engineering or Computer Science.
• Solid understanding of software engineering concepts: design patterns, OOP, databases, version control.

Responsibilities

• Improve and work on internal proprietary investment strategy codebase under senior guidance.
• Support investment functions: proprietary strategies, automated trading, portfolio management, risk analysis, reporting, attribution.
• Investigate and propose improvements through analysis and research.
• Work with datasets: sourcing, cleaning, visualization.
• Contribute to portfolio implementation infrastructure and analytical tools.

Skills

Python

MATLAB

JavaScript

Object-oriented programming

Version control

Databases

Education

Bachelor's or Master's in Engineering/CS

Job description

Ontario Teachers’ Pension Plan is offering an 8-month winter internship with the Capital Markets Investment Analytics (CMIA) team in Toronto. You will build and maintain software for a software-based trading portfolio and work closely with portfolio managers.

The role focuses on analytical software for back-testing, execution, and attribution, with exposure to equities, fixed income, currencies, and commodities. A strong programming foundation and curiosity about markets are essential.