Associate, Systematic Strategies Group - Jobs in Toronto, Ontario

Job Description

Job DescriptionThe Capital Markets and Factor Investing (CMF) department plays a vital role as the Fund scales to $1 trillion. We enable, diversify, and expand the Fund’s 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, credit, 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 focussing on equities, FICC (fixed income, currencies, and commodities), volatility and portfolio construction/risk. We are currently recruiting for two positions at the Associate level, one Associate for our Quantitative Equity team and one Associate for our Portfolio Constructionamp; Risk 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.The Portfolio Constructionamp; Risk team is responsible for the SSG portfolio design through the risk allocation across strategies developed in all the asset class pods, and to align it with SSG’s long term investment objectives. Please indicate any team preference in your cover letter when applying.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. Roles Specific Accountabilities

• Contribute to the research, development, and implementation of systematic equity strategies
• 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
• Contribute to the development and implementation of systematic multi-strategy portfolio allocations
• Assist in the day-to-day monitoring of the portfolio performance/risk to inform its design
• Apply cutting edge computational and econometric techniques to solve complex problems
• Stay abreast of relevant academic and applied research as well as general macroeconomic and market conditions
• Partner with colleagues in the Investment Engineering and Analytics team to design and implement new tools and analytics modules
• Collaborate with groups across CMF as well as other departments at CPP Investments on various investment related initiatives