Quantitative Analyst

  • 33434
  • Life - Actuarial
  • |
  • Quebec, Canada
  • |
  • Mar 13, 2018
Asset Management Firm
  • Create various mathematical models for use in simulation techniques and forecasting;
  • Provide programming expertise in a practical asset/liability portfolio management context incorporating traditional and alternative investment strategies;
  • Conduct research on and back testing of risk factor investing strategies;
  • Participate in portfolio management activities and day-to-day risk management.
  • Bachelor’s or Master’s degree in actuarial mathematics, financial mathematics or related field;
  • Enrollment or completion of CFA designation, CAIA or actuarial designation, an asset.
  • Minimum of three to five years of experience in applied economic research and quantitative analysis, a combination of work and academic experience will be considered;
  • Previous experience in factor investing and understanding of portfolio structuring application;
  • Previous experience and strong interest for computer programming in order to develop and use quantitative and forecasting tools (including stochastic, deterministic and stress testing projections);
  • Solid understanding of traditional and alternative asset classes (including real assets);
  • Acute interest for financial risk management and financial markets
  • Knowledge of the pension and insurance investment fundamentals in an asset/liability framework;
  • Comfortable working independently and as part of a team;
  • Effective time management and organizational skills;
  • Methodical, resourceful and excellent attention to detail;
  • Presentation and communication skills (verbal and written) ideally both in French and English;
  • Superior knowledge of Microsoft Excel and VBA, Matlab, Python, C++ or other programs.