Quantitative Equity Researcher and Portfolio Manager

CPP Investments; Toronto; On-site; CAD 80,000 - 120,000; Full time

Job summary

CPP Investments is seeking a Senior Associate for its Quantitative Equity team, responsible for developing systematic equity strategies and applying advanced quantitative techniques. This full-time position offers the chance to collaborate in a highly collegial environment, enabling significant professional growth in systematic investing.

Qualifications

• 5-7 years of experience in developing systematic equity strategies.
• Strong programming skills, preferably in Python.
• Good economic intuition and understanding of modern asset pricing and portfolio theory.

Responsibilities

• Contribute to the research, development, and implementation of systematic equity strategies.
• Apply cutting edge computational and econometric techniques.
• Assist in the management of portfolios and strategy reviews.

Skills

Programming in Python

Empirical research and analysis

Analytical problem solving

Attention to detail

Communication skills

Education

Graduate degree (MSc, MFE, PhD) in a quantitative discipline

Job description

The Capital Markets and Factor Investing (CMF) department plays a vital role as the Fund scales to $1 trillion. We enable diversify and expand the Funds ability to maximize long-term investment returns without undue risk. We deliver extensive breadth and flexibility across global public markets providing scalable liquid and diversifying returns through our Absolute Return and Long-only Strategies our targeted customized solutions and our distinctive capital markets expertise.

The Systematic Strategies Group (SSG) is the internal investing unit of CMF. SSG develops and manages systematic investment strategies across global markets spanning equities fixed income currencies commodities and volatility. We invest in absolute return strategies as well as long-only strategies designed to provide a diversifying return stream to the total fund. Our strategies are scalable liquid and capital efficient. They seek to capture various patterns of predictability observed in asset return behavior. Our goal is to be at the forefront in all aspects of a systematic investment process; this includes quantitative investment research efficient implementation effective risk measurement and management and robust portfolio construction. Towards this goal we strive to foster a culture of intellectual rigour innovation and above all collaboration and partnership in our team.

Our portfolios as well as our teams are organized along asset class pods. We have pods focusing on equities FICC (fixed income currencies and commodities) volatility and portfolio construction / risk. We are currently recruiting for a position at the Senior Associate level for our Quantitative Equity team. The Quantitative Equity team develops state-of-the-art quantitative strategies across global equity markets and constructs robust portfolios of such strategies. As a part of our team you will have the opportunity to contribute to in all aspects of the research development and implementation of our strategies. Our asset class pods are flexible and there is substantial cross-group collaboration. Our culture ensures that you will be working in a highly collegial and nurturing environment. Over time you will gain unparalleled experience in becoming an all-round systematic investor and risk-taker in a highly respected group.

Role Specific Accountabilities :

• Contribute to the research development and implementation of systematic equity strategies
• Apply cutting edge computational and econometric techniques to solve complex problems
• Present research findings and participate in discussions in various SSG investment forums
• Assist in the day-to-day management of the portfolios
• Partner with colleagues in the SSG to conduct periodic reviews of existing investment strategies and processes
• Partner with colleagues in the Investment Engineering and Analytics team to design and implement new tools and analytics modules
• Stay abreast of relevant academic and applied research as well as general macroeconomic and market conditions
• Collaborate with groups across CMF as well as other departments at CPP Investments on various investment related initiatives

Qualifications :

• Graduate degree (MSc MFE PhD) in a quantitative discipline knowledge of quantitative finance and economics will be an advantage
• 5-7 years of experience in developing systematic equity strategies with some experience in portfolio management
• Strong programming skills preferably in Python
• Experience with conducting empirical research and analysis of large data sets
• Good economic intuition and understanding of modern asset pricing / portfolio theory
• Passion for investing with a strong desire to keep learning
• Facility for mathematical and statistical methodologies applicable to quantitative investing
• Eagerness to embrace and contribute to a culture of intellectual rigour innovation and collaboration
• Ability to work independently and collaborate in a team environment
• Excellent attention to detail
• Self-motivated organized flexible and adaptable to changing priorities and new challenges
• Strong communication and interpersonal skills
• Embody CPP Investments Guiding Principles of integrity high performance and partnership

Additional Information :

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At CPP Investments we are committed to diversity and equitable access to employment opportunities based on ability.

We thank all applicants for their interest but will only contact candidates selected to advance in the hiring process.

Our Commitment to Inclusion and Diversity :

In addition to being dedicated to building a workforce that reflects diverse talent we are committed to fostering an inclusive and accessible experience. If you require an accommodation for any part of the recruitment process (including alternate formats of materials accessible meeting rooms etc.) please let us know and we will work with you to meet your needs.

Disclaimer :

CPP Investments does not accept resumes from employment placement agencies head-hunters or recruitment suppliers that are not in a formal contractual arrangement with us. Our recruitment supplier arrangements are restricted to specific hiring needs and do not include this or other web-site job postings. Any resume or other information received from a supplier not approved by CPP Investments to provide resumes to this posting or web-site will be considered unsolicited and will not be considered. CPP Investments will not pay any referral placement or other fee for the supply of such unsolicited resumes or information.

Remote Work : Employment Type :

Full-time

Key Skills

Experience : years

Vacancy : 1

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