Senior Quantitative Analyst

  • 38300
  • Life - Investments
  • |
  • Ontario, Canada
  • |
  • Sep 30, 2020
  • Responsible for contributing to the economic and asset class strategy of the Asset Management Group.
  • Work in conjunction with functional asset class managers to provide quantitative perspectives for the asset category.
  • Design and implementation of internally developed tools to monitor exposure and compliance limits, trade reporting and performance attribution tools.
  • Development of portfolio management tools to integrate market data and portfolio positions to improve decision making with portfolio positioning and security selection.
  • Ability to apply statistical analysis with detailed security and/or asset class knowledge into effective solutions through programming to accomplish project objectives in a scalable, maintainable, efficient fashion.
  • Provide detailed technical spec documents for proposed projects and modifications for use by other team members.
  • For Extraction, Transformation and Loading processes an expert level experience in development, maintenance, testing and documentation.
  • Write/maintain and SQL Queries, Calculations/Manipulations, and Views.
  • Responsible for providing documentation as required by the team/business users for testing and future support.
  • Contribute business and technical expertise to the development and planning process in projects.
  • Remain current on the rapidly changing technology as it relates to support for the investment processes and quantitative infrastructure.
  • Provide guidance and expertise to Analysts on the team including managing a rotating co-op position with aim of increasing collaboration and enhanced cohesion.
  • Lead interaction with our business users to address current and future business needs.
  • Work closely with team members, internal IT, external service providers to develop alternative solutions to meet business needs.
  • Interpret and communicate complex system support and processes to staff in a “user-friendly” manner.
  • Lead the development of the strategy to address constraints in the most cost effective means.
  • Working with the Investment business areas to identify possible technical/procedural constraints to meet project objectives.
  • The preparation of business specifications, while adhering to procedural compliance and industry standards and legislation constraints.
  • Contribute to the development of procedures, training materials, and facilitate meetings with business areas for technical training.
  • Post secondary degree in technology or and investment-related field.
  • Completion of CFA program, or commitment to pursue it required.
  • Strong knowledge of different investments including; equities, fixed income, preferred shares, derivatives, mortgages, private placements, segregated funds.
  • Background in portfolio management.
  • Understanding or knowledge of insurance industry an asset.
  • Extensive experience with programming/scripting languages required, with Python preferred.
  • Knowledge of database concepts and practices.