Investment Associate, Capital Markets - Systematic Macro
Ontario Teachers' Pension Plan
Toronto, ON
Investment Associate, Capital Markets - Systematic Macro, Quantitative Strategies and Research

The opportunity

Do you want to develop new systematic investment strategies and help grow and manage a quantitative portfolio spanning multiple asset classes across global liquid markets?

We are Quantitative Strategies and Research (QSR), an innovation-driven group within Capital Markets at Ontario Teachers’ Pension Plan. Our primary goal is to build the best systematic portfolios to help deliver on the objectives of Capital Markets and the Total Fund.

We are looking for an Investment Associate to join our systematic macro team. In this role, you will contribute to growing, optimizing, and managing a best-in-class, cross-asset systematic macro portfolio. We are working on a lot of new ideas at the moment: whether you want to research new data-sets, deepen your understanding of an asset class to find new signals, test out new machine learning algorithms across markets, explore new markets for systematic strategies, or optimize and construct portfolios, we have something for you!

Who you’ll work with

QSR is a group of 14, based in Toronto. Some of us focus on research and portfolio management, others on data science and technology. We have varied educational backgrounds and research interests, and are all passionate about understanding market drivers and asset classes and using tools like data science, portfolio theory, and technology to test and run our ideas and build better portfolios.

You will report to the Senior Principal responsible for systematic macro, and will work closely with other team members on research, data, and technology. As part of Capital Markets, a dynamic department of 80 investment professionals working across liquid markets, you will also have unparalleled opportunities to learn from people with in-depth knowledge of various markets and different approaches to investing. We will encourage you to collaborate with discretionary portfolio managers to gain new insights and build unique strategies, and with traders and execution experts to help you optimize the systematic macro portfolio.

What you’ll do
Research, test, and implement new investment models and strategies across global markets (including fixed income, currencies, commodities, macro equities, volatility, and others), and using a variety of financial instruments
Develop and/or apply portfolio theory ideas and mathematical techniques (e.g. machine learning, statistics, optimization, and others) to explore new signals and/or construct and optimize the portfolio
Explore alternative markets for the purposes of implementing systematic macro strategies
Collaborate with asset-class experts and traders across Capital Markets to gain in-depth insights on specific markets and develop innovative investment models
Propose original ideas (e.g., based on personal interests, prior experience, or graduate research) and test them on real-world data
In time, contribute to discussions around managing the systematic macro portfolio

What you’ll need
A strong sense of curiosity about markets, a drive to understand true drivers of asset returns, and a desire to apply research insights in a portfolio management, PnL-oriented environment.
A passion for research, demonstrated through academic work (e.g., papers published, research projects or theses), prior work experience, or personal projects
A quantitative academic background is highly desirable, and a well-rounded experience in computer programming, especially scientific programming, is key. We welcome candidates from a variety of academic disciplines (including, math, stats, engineering, economics, finance, computer science and others) and degrees (e.g., Bachelor’s, Master’s, PhD)
A minimum of 2 years of experience, including relevant graduate-level academic work and/or job experience.
Previous experience in markets, including quantitative research or relevant discretionary portfolio management experience, would be asset.

What we're offering
Pay for performance environment that offers competitive salary and incentives
Numerous opportunities for professional growth and development
Comprehensive employer paid benefits coverage, including a Health Spending Account
Guaranteed retirement income through a defined benefit pension plan
Competitive time off
Discount programs including Edvantage and Perkopolis
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At Ontario Teachers', diversity is one of our core strengths. We are a globally minded organization and take pride ensuring that the people we hire and the culture we create reflect and celebrate diversity of thought, background and experience.

Accommodations are available upon request for candidates with a disability taking part in the recruitment process and once hired.

How to apply

Are you ready to pursue new challenges and take your career to the next level? Apply today!

You may be invited to complete a pre-recorded interview as part of the recruitment process. This will take no longer than 10 minutes.

We thank you for applying, however, only those selected to continue will be contacted. Note that candidates must be legally entitled to work in the country where this role is located.


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