Senior Analyst (Senior Associate), Portfolio Analytics - Global Credit

omers; Toronto; On-site; CAD 125,000 - 155,000; Full time

Benefits offered by this job

Annual incentive plan

Group benefits

Retirement plans

Job summary

OMERS in Toronto is seeking a Senior Analyst in Portfolio Analytics to deliver proprietary analytics for Global Credit. You will own end-to-end delivery of the analytical products, combining quantitative methods and AI techniques to support investment decision-making across Capital Markets.

You will build robust data pipelines, collaborate with OMERS Data & Technology, and communicate complex topics to portfolio managers, while driving cross-team alignment within TPM to create impactful,

Qualifications

• Degree in CS/Engineering/Math or related field.
• 5+ years in portfolio engineering covering capital markets.
• Strong Python (Pandas, NumPy, SciPy) experience.
• SQL experience (Postgres/SQL Server), Redis, Parquet, and indexing.
• Experience with Github and Azure DevOps CI/CD.
• Knowledge of Credit instruments and pricing.

Responsibilities

• Ensure high data quality by building robust data pipelines with documentation, alerts and runbooks.
• Develop analytics, tools and processes to create and manage investment data and analytics.
• Apply quantitative methods to generate actionable, data-driven insights.
• Collaborate with OMERS Data and Technology to turn analytics into consumer-ready products.
• Communicate highly technical topics to Global Credit portfolio managers.
• Own the complete product development lifecycle.

Skills

Portfolio engineering

Python programming

SQL

Credit instruments pricing

Statistical modeling

Education

Degree in Computer Science, Engineering, or Math

Tools

Github

Azure DevOps CI/CD

Postgres

SQL Server

Redis

Parquet

Job description

Choose a workplace that empowers your impact. Join a global workplace where employees thrive. One that embraces diversity of thought, expertise and experience. A place where you can personalize your employee journey to be - and deliver - your best.

We are a purpose-driven, dynamic and sustainable pension plan. An industry leading global investor with teams in Toronto to London, New York, Singapore, Sydney and other major cities across North America and Europe. We embody the values of our 665,000 members, placing their best interests at the heart of everything we do.

Join us to accelerate your growth & development, prioritize wellness, build connections, and support the communities where we live and work.

Don't just work anywhere - come build tomorrow together with us.

Portfolio Analytics of Total Portfolio Management provides advanced analytical capabilities to Capital Markets (Global Credit, Global Multi-Asset Strategies and Global Equities) and Total Portfolio Management (Trading, Portfolio Construction, Portfolio Strategy, Liquidity Management). Portfolio Analytics partners with the investment teams to create proprietary analytics using both quantitative methods, ML and AI to help our portfolio managers make more insightful investment decisions and create new strategies or improve existing strategies to capture new sources of alpha.

As a member of the OMERS Total Portfolio Management (TPM) team in Toronto, reporting to the Principal, Portfolio Analytics, you will contribute and lead our transformation of how Capital Markets and TPM improve investment decision-making through data driven and AI powered insights.

As a Senior Analyst in Portfolio Analytics, at OMERS Total Portfolio Management, you will be part of a team that produces and drives world-class data-driven analytics and strategies. This role specifically will deliver proprietary analytics to the Global Credit team. You will deliver analytics using a mix of quantitative methods and AI engineering. You will fully own the end-to-end delivery of the analytical products and integration within the Global Credit investment process.

You will be responsible for:

• Ensure high level data quality for our analytics by creating robust and reliable data pipelines with proper documentation, alerts and resolution runbook
• Developing analytics, tools and processes required to create and manage diverse flavours of investment data and analytics
• Applying quantitative skills to systematically ensure high quality and data-driven analytics to generate meaningful and applicable insights
• Working with different members of OMERS Data and Technology team to convert the analytical solutions into consumer ready analytical products
• Working closely with OMERS Data and Technology department to improve our technology stack
• Effectively communicating highly technical subject matters to the Global Credit portfolio managers
• Communicating and working with groups within Total Portfolio Management (Trading, Liquidity Management, Portfolio Construction, Portfolio Strategy) to gain a holistic view on how we operate and understand the overall business problem to be able to design the solution best fit the Global Credit team
• Own the complete product development lifecycle

Required Skills:

• Degree in Computer Science, Engineering, Mathematics, or related field
• 5+ years of experience in a portfolio engineering role covering capital markets
• Extensive experience with Python (Pandas, Numpy, SciPy)
• Extensive experience with SQL (Postgres/SQL Server), Redis, Parquet, query optimization, indexing
• Comprehensive experience with Github, Azure DevOps CI/CD
• Extensive knowledge of Credit instruments and their pricing
• Experience and extensive knowledge of quantitative modelling and analysis (Strong understanding of linear algebra, calculus, probability, and statistics; experience with stochastic processes, time series analysis, and optimization techniques)
• Experience working with investment teams and transforming business requirements into technology solutions
• Strong attention to detail, highly organized and keen to learn
• Ability to work independently and within a team
• An action-oriented approach with a high degree of initiative and ability to deliver results
• Strong written and verbal communication skills
• Highly developed interpersonal and relationship management skills

Preferred Skills:

• A passion around learning new technologies and analytical techniques

This posting is for an existing vacancy.

The expected salary range for this position is $125,000-155,000 per year.

You may also be eligible to receive an annual Incentive Award pursuant to our Short-term Incentive plan and our Long-Term Incentive plan (if applicable), and to participate in our group benefits and retirement plans - details on these elements of compensation are